Sufficient optimality conditions for a separable product quasiconcave programming
Optimization and Control
2021-01-14 v1
Abstract
In mathematical economics, the used functions are, in general, considered to be quasiconcave. Moreover, they are, in many cases, separable of nature. It is known that a local maximum of a quasiconcave function is not, in general, a global maximum. In this paper we will show that this property is true when the quasiconcave function is furthermore separable. Sufficient optimality conditions for a separable quasiconcave programming will be studied in both differentiable and nondifferentiable cases. Thanks to separability condition, quasiconcave functions have nice properties in optimization problems.
Keywords
Cite
@article{arxiv.2101.04776,
title = {Sufficient optimality conditions for a separable product quasiconcave programming},
author = {Mohammed Berdi and Mohammed Amine Abouchouar and Abdelhak Hassouni},
journal= {arXiv preprint arXiv:2101.04776},
year = {2021}
}