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A Dual Representation for Proper Positively Homogeneous Functions

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Abstract

In this paper we show that any proper positively homogeneous function annihilating at the origin is a pointwise minimum of sublinear functions (MSL function). By means of a generalized Gordan's theorem for inequality systems with MSL functions, we present an application to a locally Lipschitz extremum problem without constraint qualifications.

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Authors and Affiliations

  1. Dipartimento di Sistemi ed Istituzioni per l'Economia, Università degli Studi di L'Aquila, Via Assergi 6, 67100, L'Aquila, Italy

    Marco Castellani

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  1. Marco Castellani
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Castellani, M. A Dual Representation for Proper Positively Homogeneous Functions. Journal of Global Optimization 16, 393–400 (2000). https://doi.org/10.1023/A:1008394516838

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  • DOI: https://doi.org/10.1023/A:1008394516838

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