An extension lemma and homogeneous programming (Q761254): Difference between revisions

An extension lemma, which is equivalent to the generalized Gordan's theorem of the alternative, due to Fan, Glicksberg, and Hoffman, is applied to present a duality theory for a general class of homogeneous programs, with and without a constraint qualification of Slater type. In addition, an existence theorem for optimal solutions of homogeneous programs is given.