A Dual Representation for Proper Positively Homogeneous Functions |
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| Authors: | Marco Castellani |
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| Institution: | (1) Dipartimento di Sistemi ed Istituzioni per l'Economia, Università degli Studi di L'Aquila, Via Assergi 6, 67100 L'Aquila, Italy |
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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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| Keywords: | MSL functions Generalized Gordan's theorem Necessary optimality condition |
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