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....

One reasonable formulation of stochastic linear programming problem leads to a deterministic nonlinear programming problem where the non-linearity occurs in the objective function as the sum of square roots of positive semi-definite quadratic forms. It may, however, be difficult to solve this...