Frenk, J.B.G.; Still, G.J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2005
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...
