Farkas’ lemma for separable sublinear inequalities without qualifications |
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Authors: | V. Jeyakumar G. Y. Li |
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Affiliation: | (1) Department of Applied Mathematics, University of New South Wales, Sydney, 2052, Australia |
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Abstract: | We show that the celebrated Farkas lemma for linear inequality systems continues to hold for separable sublinear inequality systems. As a consequence, we establish a qualification-free characterization of optimality for separable sublinear programming problems which include classes of robust linear programming problems. We also deduce that the Lagrangian duality always holds for these programming problems without qualifications. |
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Keywords: | Generalized Farkas’ lemma Separable sublinear inequalities Robust linear programming Optimality conditions Duality |
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