arXiv 2101.047762021-01-12math.OC

Sufficient optimality conditions for a separable product quasiconcave programming

Mohammed Berdi, Mohammed Amine Abouchouar, Abdelhak Hassouni

英文摘要：

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.

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