Complete Characterizations of Global Optimality for Problems Involving the Pointwise Minimum of Sublinear Functions
B. M. Glover, Yo Ishizuka, V. Jeyakumar, Hoang Duong Tuan · SIAM Journal on Optimization · 1996
Necessary and sufficient global optimality conditions are presented for certain non-convex minimization problems subject to inequality constraints that are expressed as the pointwise minimum of sublinear (MSL) functions. A generalized Farkas lemma for inequality systems with MSL functions plays a crucial role in presenting the conditions in dual forms. Applications to certain multiplicative sublinear programming problems and fractional programming problems are also given.