| Article ID: | iaor20001839 |
| Country: | France |
| Volume: | 32 |
| Issue: | 2 |
| Start Page Number: | 105 |
| End Page Number: | 123 |
| Publication Date: | Jan 1998 |
| Journal: | RAIRO Operations Research |
| Authors: | Glover B.M., Rubinov A.M. |
| Keywords: | duality |
A nonlinear duality operation is defined for the class of increasing positively homogeneous functions defined on the positive orthant (including zero). This class of function and the associated class of normal sets are used extensively in Mathematical Economics. Various examples are provided along with a discussion of duality for a class of optimization problems involving increasing functions and normal sets.