A robust algorithm for generalized geometric programming

  • Authors:
  • Peiping Shen;Yuan Ma;Yongqiang Chen

  • Affiliations:
  • College of Mathematics and Information Science, Henan Normal University, Xinxiang, P.R.China 453007;College of Mathematics and Information Science, Henan Normal University, Xinxiang, P.R.China 453007;College of Mathematics and Information Science, Henan Normal University, Xinxiang, P.R.China 453007

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2008

Quantified Score

Hi-index 0.02

Visualization

Abstract

Most existing methods of global optimization for generalized geometric programming (GGP) actually compute an approximate optimal solution of a linear or convex relaxation of the original problem. However, these approaches may sometimes provide an infeasible solution, or far from the true optimum. To overcome these limitations, a robust solution algorithm is proposed for global optimization of (GGP) problem. This algorithm guarantees adequately to obtain a robust optimal solution, which is feasible and close to the actual optimal solution, and is also stable under small perturbations of the constraints.