Euler's equation is applied to the response function of a mathematical program whose maximand and constraint functions are positively homogeneous over the policy cone. An algorithmic advantage (using GLM) is cited, and certain posynomial geometric programs are distinguished.
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Communicated by G. L. Nemhauser
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Greenberg, H.J. A lagrangian property for homogeneous programs. J Optim Theory Appl 12, 99–102 (1973). https://doi.org/10.1007/BF00934838
- Constraint Function
- Geometric Program
- Single Constraint
- Policy Cone
- Lagrangian Property