A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem

Hans Frenk and G.J. Still

ERIM Report Series Research in Management from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

Abstract: 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.

Keywords: Generalized geometric programming; Lagrangian dual; regularity conditions (search for similar items in EconPapers)
JEL-codes: C69 M M11 R4 (search for similar items in EconPapers)
Date: 2005-04-01
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