Saddle representations of positively homogeneous functions by linear functions

DOI10.1007/S11590-018-1260-ZzbMATH Open1435.90130arXiv1710.06133OpenAlexW2963459623MaRDI QIDQ1634804FDOQ1634804

Authors: V. V. Gorokhovik, Marina Trafimovich 

Publication date: 18 December 2018

Published in: Optimization Letters (Search for Journal in Brave)

Abstract: We say that a positively homogeneous function admits a saddle representation by linear functions iff it admits both an inf-sup-representation and a sup-inf-representation with the same two-index family of linear functions. In the paper we show that each continuous positively homogeneous function can be associated with a two-index family of linear functions which provides its saddle representation. We also establish characteristic properties of those two-index families of linear functions which provides 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.

Full work available at URL: https://arxiv.org/abs/1710.06133

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zbMATH Keywords

piecewise linear functionsLipschitz continuitypositively homogeneous functionsdifference sublinear functionssaddle representation

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cited In (6)

• The formulas for the representation of functions of two variables as a difference of sublinear functions
• Scaling-invariant functions versus positively homogeneous functions
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• Minimax and maximin representations of positively homogeneous functions through linear functions
• A dual representation for proper positively homogeneous functions

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