2005-04-01
A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem
Publication
Publication
ERIM report series research in management Erasmus Research Institute of Management
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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| , , | |
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| hdl.handle.net/1765/1927 | |
| ERIM Report Series Research in Management | |
| ERIM report series research in management Erasmus Research Institute of Management | |
| Organisation | Erasmus Research Institute of Management |
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Frenk, H.& Still, G. J. (2005). A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem. In ERIM report series research in management Erasmus Research Institute of Management (ERS-2005-006-LIS).http://hdl.handle.net/1765/1927 |
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