We introduce a new second order asymptotic function which gives information on the convexity (concavity) of the original function from its behavior at infinity. We establish several properties and calculus rules for this concept, which differs from previous notions of second order asymptotic function. Finally, we apply our new definition in order to obtain necessary and sufficient optimality conditions for quadratic programming and quadratic fractional programming.

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Alfredo N. Iusem

Instituto de Matemática Pura e Aplicada, Estrada Doña Castorina 110, Jardim Botânico, Rio de Janeiro, CEP 22460-320, Brazil

iusp@impa.br
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A. N. Iusem, F. Lara. “Second Order Asymptotic Functions and Applications to Quadratic Programming.” Journal of Convex Analysis 25 (2018), No. 1, 271–291. https://doi.org/10.68381/jca25016