An Extension of a Theorem on Supports of a Convex Function
- 1 January 1966
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Management Science
- Vol. 12 (5) , 380-384
- https://doi.org/10.1287/mnsc.12.5.380
Abstract
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.Keywords
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