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journal contribution
posted on 2009-06-01, 00:00 authored by Amitabh Basu, Gerard CornuejolsGerard Cornuejols, Giacomo ZambelliWe show that, given a closed convex set K with the origin in its interior, the
support function of the set {y ∈ K* ∣ ∃x ∈ K such that xy = 1} is the pointwise
smallest sublinear function σ such that K = {x∣σ(x)≤1}.