Quasi-Concave Programming

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Estimation of consumer demand systems with binding non-negativity constraints
Quasi-convex programming revisited
Interactive algorithms for multiple criteria nonlinear programming problems
Projectively-convex sets and functions
Cournot-Walras and locally consistent equilibria
A duality theory for a class of non-zero sum economic games
Quasiconvex, pseudoconvex, and strictly pseudoconvex quadratic functions
A maximization method for a class of quasiconcave programs
Matrix-theoretic criteria for the quasiconvexity of twice continuously differentiable functions
Nine kinds of quasiconcavity and concavity
Generalized convexity on affine subspaces with an application to potential functions
Logarithmic convexity and geometric programming
Minimization of ratios
Second-order characterizations of pseudo-convex quadratic functions
Existence of equilibria in economies with a local public good
A characterization of the optimality of equilibrium in incomplete markets
Matrix criteria for pseudo-convex functions in the class \(C^2\)
Generalized Slutsky conditions for aggregate consumer demand functions
B-vex functions
Characterization of generalized monotone maps
A joint chance-constrained programming model with row dependence
Criteria for differentiable generalized monotone maps
Computing the level set convex hull
Constructing a quasi-concave quadratic objective function from interviewing a decision maker
Generalized monotonicity and convexity of non-differentiable functions
Concave utility on finite sets
Generalized monotonicity and generalized convexity
Three kinds of generalized convexity
Quasiconcavity and nondominated solutions in multiobjective programming
NP-hardness of deciding convexity of quartic polynomials and related problems
Revisiting the Hahn-Banach theorem and nonlinear infinite programming
On the extension of continuous quasiconvex functions
On global subdifferentials with applications in nonsmooth optimization
Angle-bounded 2D mesh simplification
The computational asymptotics of Gaussian variational inference and the Laplace approximation
Vector optimization problems with quasiconvex constraints
Incomplete market demand tests for Kreps-Porteus-Selden preferences
Competition among non-life insurers under solvency constraints: a game-theoretic approach
Mixed-integer linear methods for layout-optimization of screening systems in recovered paper production
Convergence of the gradient method for ill-posed problems
Necessary and sufficient KKT optimality conditions in non-convex optimization
First and second order characterizations of pseudolinear functions
Two-person nonzero-sum games and quadratic programming
Characterizations of solution sets of differentiable quasiconvex programming problems
Some properties of quasiconvex functions on the Heisenberg group
Supportably and weakly convex functionals with applications to approximation theory and nonlinear programming
Strictly quasi-convex (concave) functions and duality in mathematical programming
A simplex method for zero-one mixed integer linear programs
Solution of certain nonlinear programs involving r-convex functions
Matrix-theoretic criteria for the quasi-convexity and pseudo-convexity of quadratic functions
Absolutely continuous constrained maximizers
A method for solving some optimization problems with bounds on variables
Bounds for functionally convex optimal control problems
The application of generalized Benders decomposition to certain nonconcave programs
Quasi-convex functions in Carnot groups
On a theorem due to Crouzeix and Ferland
A generalization of the expenditure function
A sufficient optimality theoriem for protoconvex programs
A proximal point algorithm with a -divergence for quasiconvex programming
Variational Problem, Generalized Convexity, and Application to a Competitive Equilibrium Problem
A sharp Lagrange multiplier theorem for nonlinear programs
An inexact proximal method for quasiconvex minimization
The use of pseudo-convexity and quasi-convexity in sufficient conditions for global constrained extrema†
Nonlinear programming via König's maximum theorem
On the Second-Order Sufficiency Conditions
Core and equilibrium in incomplete markets
A note on quasiconvex functions that are pseudoconvex
Un problème de duaiité en programmation quasi-concave
Invariance properties of generalized monotonicity
SENSITIVITY ANALYSIS IN ECONOMIC THEORY*
On second order conditions for quasiconvexity
Propiedades de las funciones Cuasi-convexas
A duality theory for quasiconcave programs
Criteria for quasi-convexity and pseudo-convexity: Relationships and comparisons
Duality for quasi-concave programs with application to economics
Variational methods for equilibrium problems involving quasi-concave utility functions
scientific article; zbMATH DE number 3539006 (Why is no real title available?)
Simplicial decomposition in nonlinear programming algorithms
Lexicographic quasiconcave multiobjective programming
Second order characterizations of pseudoconvex functions
On Karamardian's theorem about lower semicontinuous strictly quasiconvex functions
scientific article; zbMATH DE number 3641202 (Why is no real title available?)
Optimality conditions under relaxed quasiconvexity assumptions using star and adjusted subdifferentials
An extension of proximal methods for quasiconvex minimization on the nonnegative orthant
Protoconvex functions
Optimality conditions for non-lipschitz generalized convex programming via clarke-rockafellar gradients
Characterisations of quasiconvex functions
On generalised convex nonsmooth functions
Ein Beitrag zur quasi-konvexen Optimierung in topologischen linearen Räumen
Quasi-concavity and pseudo-concavity of cubic functions
Random function iterations for consistent stochastic feasibility
Equilibrium in collateralized asset markets: credit contractions and negative equity loans
What is quasiconvex analysis?
Characterizations of nonconvex optimization problems via variational inequalities
On the equality of Clarke and Greenberg-Pierskalla differentials
Applications of symmetric derivatives in mathematical programming
Indefinite cubic programming with standard errors in objective function
Maximization of the transmission rate of a discrete, constant channel
On pseudo-convex functions of nonnegative variables
Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I)

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