Volume 5, Number 3, September 2009, pp. 459-463

Moon Hee Kim and Gue Myung Lee
Key words:
sublinear program, optimal solutions, existence, subdifferential
Mathematices Subject Classification: 90C36, 90C46
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Abstract:
A sublinear program (P), which involves a sublinear objective function and a constrained set defined by a cone-sublinear function and a closed convex cone, is considered. We show that the existence of optimal solutions for (P) is closely related to zero solution and that a condition for the existence can be expressed in terms of subdifferentials of the functions involved in (P).
On existence of optimal solution for sublinear programs