Second-order mollified derivatives and optimization |
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| Authors: | Giovanni P Crespi Davide La Torre Matteo Rocca |
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| Institution: | (1) Facoltà di Economia, Université de la Vallée d’Aosta, 2A, Chemin des Capucins, 11100 Aoste, Italia;(2) Dipartimento di Economia Politica e Aziendale, Università di Milano, via Conservatorio 7, 20122 Milano, Italia;(3) Dipartimento di Economia, Università dell’Insubria, via Ravasi 2, 21100 Varese, Italia |
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| Abstract: | The class of strongly semicontinuous functions is considered. For these functions the notion of mollified derivatives, introduced
by Ermoliev, Norkin and Wets, is extended to the second order. By means of a generalized Taylor’s formula, second order necessary
conditions are proved for both unconstrained and constrained optimization. |
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| Keywords: | Mollifiers Optimization Smooth approximations Strong semicontinuity |
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