Farkas' lemma for separable sublinear inequalities without qualifications
نویسندگان
چکیده
We show that Farkas’ lemma for linear inequality systems, established in 1902, continues to hold for separable sublinear inequality systems. As a consequence, we establish a qualification-free characterization of optimality for separable sublinear programming problems which include classes of robust linear programming problems.
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ورودعنوان ژورنال:
- Optimization Letters
دوره 3 شماره
صفحات -
تاریخ انتشار 2009