Global optimization of signomial geometric programming problems

2014 ◽  
Vol 233 (3) ◽  
pp. 500-510 ◽  
Author(s):  
Gongxian Xu
2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Xue-Ping Hou ◽  
Pei-Ping Shen ◽  
Yong-Qiang Chen

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.


2004 ◽  
Vol 48 (10-11) ◽  
pp. 1505-1516 ◽  
Author(s):  
Yanjun Wang ◽  
Kecun Zhang ◽  
Yuelin Gao

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