Geometric Programming
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Publication:4096724
DOI10.1137/1018001zbMATH Open0331.90057OpenAlexW4248341828MaRDI QIDQ4096724FDOQ4096724
Authors: Elmor L. Peterson 
Publication date: 1976
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1018001
Cited In (69)
- Distributionally Robust Chance Constrained Geometric Optimization
- Robust chance-constrained geometric programming with application to demand risk mitigation
- Symmetrized Separable Convex Programming
- Zero degree of difficulty programs and the distribution problem
- Dimensionality reduction for a class of convex network flow problem
- Duality in finite dimensional complex space
- Duality for quasi-concave programs with application to economics
- Lower bounds for convex programmes
- Non-standard posynomial geometric programs
- Symmetric Duality for Structured Convex Programs
- A duality theory for quasiconcave programs
- Constrained duality via unconstrained duality in generalized geometric programming
- Saddle points and duality in generalized geometric programming
- The complementary unboundedness of dual feasible solution sets in convex programming
- Conjugate duality in generalized fractional programming
- Allocation of resources in project management
- Flexible contracting. Theory and case examples
- Monomial geometric programming with fuzzy relation equation constraints
- Relative entropy relaxations for signomial optimization
- Conjugate duals for power functions
- Composite geometric programming
- An unconstrained convex programming approach to solving convex quadratic programming problems
- A generalized geometric-programming solution to ``an economic production quantity model with flexibility and reliability considerations
- Quality locations for the constrained minimax location model
- The analysis of risky portfolios by geometric programming
- A perturbation approach to the main duality theorem of quadratic geometric programming
- On duality for square root convex programs
- A tutorial on geometric programming
- Convex dual for quadratic concave fractional programs
- Duality for a sum of convex ratios
- Generalized geometric programming applied to problems of optimal control. I: Theory
- Duality and infinite dimensional optimization
- Theoretical framework for the analysis of linearly constrained convex programs
- A duality theory for a class of non-zero sum economic games
- Lexocographic multipliers
- An unconstrained convex programming view of linear programming
- Conjugate duality for fractional programs
- Linear programming with entropic perturbation
- Shape-preserving properties of univariate cubic \(L_{1}\) splines
- A geometric programming framework for univariate cubic \(L_1\) smoothing splines
- An economic equilibrium model on a multicommodity network
- Equilibria and convex cost networks
- Deriving an unconstrained convex program for linear programming
- Conjugate duality and its implications in dynamic programming
- A geometric approach to nonsmooth optimization with sample applications
- Convexity of products of univariate functions and convexification transformations for geometric programming
- Using geometric arithmetic mean to solve non-linear fractional programming problems
- Rectangular chance constrained geometric optimization
- Quadratic geometric programming with application to machining economics
- Geometric dual formulation for first-derivative-based univariate cubic \(L_{1}\) splines
- A geometric programming approach for bivariate cubic \(L_{1}\) splines
- Sensitivity analysis in geometric programming: Theory and computations
- Maximizing a monomial geometric objective function subject to bipolar max-product fuzzy relation constraints
- Path following in the exact penalty method of convex programming
- Duality for programs involving non-separable objective functions
- Fenchel's duality theorem in generalized geometric programming
- MM algorithms for geometric and signomial programming
- Duality for minmax programs
- On duality for entropy constrained programs
- An efficient computational procedure for solving entropy optimization problems with infinitely many linear constraints
- Composite convex programs
- Stochastic geometric optimization with joint probabilistic constraints
- Approximating term structure of interest rates using cubic \(L_1\) splines
- A fixed-point representation of the generalized complementarity problem
- Optimality conditions in generalized geometric programming
- Tractable approximate robust geometric programming
- Optimality criteria for general unconstrained geometric programming problems
- On duality for a class of quasiconcave multiplicative programs
- Generalized Geometric Programming for Functionals
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