Convex Sets and Minimal Sublinear Functions
CARNEGIE-MELLON UNIV PITTSBURGH PA TEPPER SCHOOL OF BUSINESS
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We show that, given a closed convex set K containing the origin in its interior the support function of the set fy 2 K j 9x 2 K such that hx yi 1g is the pointwise smallest among all sublinear functions - such that K fx j x 1g.
- Numerical Mathematics