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A dual representation for proper positively homogeneous functions. (English) Zbl 1028.90080
Summary: 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.

MSC:
90C46 Optimality conditions and duality in mathematical programming
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