Acta mathematica scientia,Series A

• Articles • Previous Articles     Next Articles

Algorithm of Global Optimization for Generalized

Geometric Programming

Shen Peiping;Yang Changsen   

  1. College of Mathematics and Information Science, Henan Normal University, Xinxiang 453007
  • Received:2004-09-18 Revised:2005-08-08
  • Contact: Shen Peiping

Abstract: A deterministic global optimization algorithm is proposed
for locating global minimum of generalized geometric programming (GGP), which can be applied to engineering designs. By utilizing the linear underestimates of the objective and constraint functions, the relaxation linear programming (RLP) about GGP is established, thus the initial non-convex problem (GGP) is reduced to a series of linear programming (RLP).The proposed branch and bound algorithm is convergent to the global minimum of GGP through the successive refinement of the feasible region and
the solutions of a series of RLP. And finally the numerical example is given to illustrate the feasibility of
the present algorithm.

Key words: Generalized geometric programming, Linearization method,
Global optimization

CLC Number: 

  • 65K05
Trendmd