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.

• 저널Management Science · 12(5) · 380–384
• 토픽Optimization and Variational Analysis · Computational Theory and Mathematics
• DOI10.1287/mnsc.12.5.380
• 저자Skand Sinha