A note on the dual of an unconstrained (generalized) geometric programming problem

In this note we show that the strong duality theorem of an unconstrained (generalized) geometric programming problem as defined by Peterson (cf.[1]) is actually a special case of a Lagrangian duality result. Contrary to [1] we also consider the case that the set C is compact and convex and in this case we do not need to assume the standard regularity condition.

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Year of publication:	2005-04-01
Authors:	Frenk, J.B.G. ; Still, G.J.
Institutions:	Erasmus University Rotterdam, Econometric Institute
Subject:	Lagrangian dual \| generalized geometric programming \| regularity conditions

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Extent:	application/pdf
Series:	Econometric Institute Report. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureir Number EI 2005-11
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008584672