A new global optimization algorithm for signomial geometric programming via Lagrangian relaxation

2007 ◽  
Vol 184 (2) ◽  
pp. 886-894 ◽  
Author(s):  
Shao-Jian Qu ◽  
Ke-Cun Zhang ◽  
Ying Ji
Keyword(s):  
Global Optimization ◽  
Lagrangian Relaxation ◽  
Optimization Algorithm ◽  
Geometric Programming ◽  
Global Optimization Algorithm ◽  
Signomial Geometric Programming

scholarly journals A Global Optimization Algorithm for Signomial Geometric Programming Problem

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Xue-Ping Hou ◽  
Pei-Ping Shen ◽  
Yong-Qiang Chen
Keyword(s):  
Linear Programming ◽  
Global Optimization ◽  
Programming Problem ◽  
Optimization Algorithm ◽  
Geometric Programming ◽  
Nonconvex Programming ◽  
Algebraic Manipulation ◽  
Global Optimization Algorithm ◽  
Linear Programming Problems ◽  
Signomial Geometric Programming

This paper presents a global optimization algorithm for solving the signomial geometric programming (SGP) problem. In the algorithm, by the straight forward algebraic manipulation of terms and by utilizing a transformation of variables, the initial nonconvex programming problem (SGP) is first converted into an equivalent monotonic optimization problem and then is reduced to a sequence of linear programming problems, based on the linearizing technique. To improve the computational efficiency of the algorithm, two range reduction operations are combined in the branch and bound procedure. The proposed algorithm is convergent to the global minimum of the (SGP) by means of the subsequent solutions of a series of relaxation linear programming problems. And finally, the numerical results are reported to vindicate the feasibility and effectiveness of the proposed method.

scholarly journals A New Global Optimization Algorithm for Solving Generalized Geometric Programming

2010 ◽  
Vol 2010 ◽  
pp. 1-12 ◽  
Author(s):  
San-Yang Liu ◽  
Chun-Feng Wang ◽  
Li-Xia Liu
Keyword(s):  
Global Optimization ◽  
Optimization Algorithm ◽  
Geometric Programming ◽  
Optimal Solution ◽  
Global Optimization Algorithm ◽  
Global Optimal Solution ◽  
Linearization Technique ◽  
Generalized Geometric Programming ◽  
Global Optimal ◽  
Pruning Technique

A global optimization algorithm for solving generalized geometric programming (GGP) problem is developed based on a new linearization technique. Furthermore, in order to improve the convergence speed of this algorithm, a new pruning technique is proposed, which can be used to cut away a large part of the current investigated region in which the global optimal solution does not exist. Convergence of this algorithm is proved, and some experiments are reported to show the feasibility of the proposed algorithm.

A global optimization algorithm for solving a four-person game

2017 ◽  
Vol 13 (3) ◽  
pp. 587-596
Author(s):  
S. Batbileg ◽  
N. Tungalag ◽  
A. Anikin ◽  
A. Gornov ◽  
E. Finkelstein
Keyword(s):  
Global Optimization ◽  
Optimization Algorithm ◽  
Global Optimization Algorithm ◽  
Person Game
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