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

10 Pages Posted: 9 Sep 2005

See all articles by J. B. G. Frenk

J. B. G. Frenk

Erasmus University, Rotterdam (EUR) - Department of Econometrics ; Erasmus University, Rotterdam (EUR) - Erasmus Research Institute of Management (ERIM)

G. Still

University of Twente - Department of Applied Mathematics

Date Written: January 2005 4,

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: Lagrangian dual, Generalized geometric programming, regularity conditions

JEL Classification: M, M11, C69, R4

Suggested Citation

Frenk, J.B.G. (Hans) and Still, G., A Note on the Dual of an Unconstrained (Generalized) Geometric Programming Problem (January 2005 4,). ERIM Report Series Reference No. ERS-2005-006-LIS. Available at SSRN: https://ssrn.com/abstract=797934

J.B.G. (Hans) Frenk (Contact Author)

Erasmus University, Rotterdam (EUR) - Department of Econometrics ( email )

P.O. Box 1738
3000 DR Rotterdam
Netherlands
+31 0 10 408 1257 (Phone)
+31 0 10 408 9162 (Fax)

Erasmus University, Rotterdam (EUR) - Erasmus Research Institute of Management (ERIM)

P.O. Box 1738
3000 DR Rotterdam
Netherlands

G. Still

University of Twente - Department of Applied Mathematics ( email )

P.O. Box 217
7500 AE Enschede
Netherlands
+31 53 489 3404 (Phone)
+31 53 489 4858 (Fax)

HOME PAGE: http://wwwhome.math.utwente.nl/~stillgj/

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