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.) is actually a special case of a Lagrangian duality result. Contrary to  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|
Frenk, J.B.G., & Still, G.J.. (2005). A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem (No. ERS-2005-006-LIS). ERIM report series research in management Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/1927