Linearization method of global optimization for generalized geometric programming

DOI10.1016/J.AMC.2003.12.101MaRDI QIDQ1763283zbMATH OpenOpenAlexFDO

Authors Peiping Shen

Publication date 22 February 2005

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2003.12.101

zbMATH Keywords

algorithmbisection rulebranch-and-boundconvergencegeneralized geometric programmingglobal optimizationlinearizationnumerical examples

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Review text

An algorithm for finding the globally optimal solutions of a generalized geometric programming problem is presented. The proposed algorithm uses a convenient linearization technique to systematically convert the initial problem into a sequence of linear programming problems. For this, among others, a branch-and-bound algorithm is used. The branch-and-bound approach is based on partitioning the set of feasible solutions: bisection rule. The proposed algorithm is convergent. Three problems that appear in the literature are tested. Numerical results illustrate the feasibility and effectiveness of the proposed algorithm.

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Cited in

(40)

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