Second Order Asymptotic Functions and Applications to Quadratic Programming
Journal of convex analysis, Tome 25 (2018) no. 1, pp. 271-291
We introduce a new second order asymptotic function which gives information on the convexity (concavity) of the original function from its behavior at infinity. We establish several properties and calculus rules for this concept, which differs from previous notions of second order asymptotic function. Finally, we apply our new definition in order to obtain necessary and sufficient optimality conditions for quadratic programming and quadratic fractional programming.
Classification :
90C20, 90C26, 90C32
Mots-clés : Asymptotic cone, asymptotic function, second order asymptotic functions, generalized convexity, quadratic programming, quadratic fractional programming
Mots-clés : Asymptotic cone, asymptotic function, second order asymptotic functions, generalized convexity, quadratic programming, quadratic fractional programming
@article{JCA_2018_25_1_JCA_2018_25_1_a15,
author = {A. N. Iusem and F. Lara},
title = {Second {Order} {Asymptotic} {Functions} and {Applications} to {Quadratic} {Programming}},
journal = {Journal of convex analysis},
pages = {271--291},
year = {2018},
volume = {25},
number = {1},
url = {http://geodesic.mathdoc.fr/item/JCA_2018_25_1_JCA_2018_25_1_a15/}
}
TY - JOUR AU - A. N. Iusem AU - F. Lara TI - Second Order Asymptotic Functions and Applications to Quadratic Programming JO - Journal of convex analysis PY - 2018 SP - 271 EP - 291 VL - 25 IS - 1 UR - http://geodesic.mathdoc.fr/item/JCA_2018_25_1_JCA_2018_25_1_a15/ ID - JCA_2018_25_1_JCA_2018_25_1_a15 ER -
A. N. Iusem; F. Lara. Second Order Asymptotic Functions and Applications to Quadratic Programming. Journal of convex analysis, Tome 25 (2018) no. 1, pp. 271-291. http://geodesic.mathdoc.fr/item/JCA_2018_25_1_JCA_2018_25_1_a15/