An Extension of a Theorem on Supports of a Convex Function

In Eisenberg, E. 1962. Supports of a convex function. Bull. Amer. Math. Soc. 68 192-195, Eisenberg has given a characterization of the set of all supports of a convex function defined on a polyhedral convex cone. This extends the famous Farkas' Lemma and is very useful in programming problems. In this paper we will show that the result is true even for a larger class of convex functions.

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Year of publication:	1966
Authors:	Sinha, S. M.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 12.1966, 5, p. 380-384
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.12.5.380 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009190997