关于Arrow-Enthoven拟凹规划充分性定理的一个注记:对《拟凹规划》的勘误

A Note on Arrow-Enthoven's Sufficiency Theorem on Quasi-Concave Programming: Corrigendum to: Quasi-Concave Programming

Econometrica · 2019
被引 0
人大 A+FT50ABS 4*

中文导读

重新审视Arrow-Enthoven(1961)关于拟凹规划的充分性定理1,通过一个例子说明定理1的条件(c)应包含目标函数的二次连续可微性,以确保条件足以识别全局最优解。

Abstract

In this note, we reconsider Arrow–Enthoven’s (1961) Sufficiency Theorem 1 onquasi-concave programming [Econometrica, 29(4), p. 783]. One example illustrates thefact that condition (c) of their Theorem 1 should include the twice continuous differen-tiability of the quasi-concave objective function so that the conditions of the theoremare sufficient to identify global optima.

拟凹规划全局最优二次连续可微性