Saddle representations of positively homogeneous functions by linear functions (Q1634804)

It is shown that each continuous positively homogeneous function can be associated with a two-index family of linear functions which provides its saddle representation. This means that it admits both an inf-sup-representation and a sup-inf-representation with the same two-index family of linear functions. Characteristic properties of those two-index families of linear functions are established which provide saddle representations of functions belonging to the subspace of Lipschitz continuous positively homogeneous functions as well as the subspaces of difference sublinear and piecewise linear functions.