A nonconvex separation property and some applications

DOI10.1007/s10107-006-0703-yzbMath1142.49010OpenAlexW2072692034MaRDI QIDQ2494517

Jorge Rivera Cayupi, Alejandro Jofre

Publication date: 28 June 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0703-y

zbMATH Keywords

Pareto optimumVariational analysisEquilibrium priceNonconvex separationSingular multiplierSubgradient set

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Set-valued and variational analysis (49J53) General equilibrium theory (91B50)

Related Items (7)

Unified approach to some geometric results in variational analysis ⋮ Nonlinear prices in nonconvex economies with classical Pareto and strong Pareto optimal allocations ⋮ On a nonconvex separation theorem and the approximate extremal principle in Asplund spaces ⋮ A second welfare theorem in a non-convex economy: the case of antichain-convexity ⋮ On economic efficiency under non-convexity ⋮ On Pareto dominance in decomposably antichain-convex sets ⋮ An abstract extremal principle with applications to welfare economics

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