A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem
April 2005
Research Paper
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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
Classifications using
Journal of Economic Literature (JEL) Classification System
- C69 : Mathematical Methods and Programming: Other
- M : Business Administration and Business Economics; Marketing; Accounting
- R4 : Transportation Systems
- M11 : Production Management
Automatically Extracted Terms
- function
- problem
- theorem 1
- theorem
- programming
- result
- lagrangian
- relation
- proof
- duality
- research
- regularity condition
- programming problem
- problem b
- function g
- affine function
- real-valued
- condition
- separation result
- nonempty
