A new type of condensation curvilinear path algorithm for unconstrained generalized geometric programming

Authors:
Yanjun Wang;Kecun Zhang;Peiping Shen
Affiliations:
School of Science Xi'an Jiaotong University Xi'an, P.R. China;School of Science Xi'an Jiaotong University Xi'an, P.R. China;School of Science Xi'an Jiaotong University Xi'an, P.R. China
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2002

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Abstract

A new type of condensation curvilinear path algorithm is proposed for unconstrained generalized geometric programming (GGP). First, a new type of condensation problem is presented based on the special structure of GGP. Then a particular curvilinear path for the problem is constructed, along which we get the approximate solution of the problem within a trust region. It is proved that the method is globally convergent and that the convergence rate is quadratic. Numerical experiments are given to show the effectiveness and feasibility of the algorithm.