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Solution of generalized geometric programs
Author(s) -
Avriel M.,
Dembo R.,
Passy U.
Publication year - 1975
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620090112
Subject(s) - mathematics , mathematical optimization , convergence (economics) , bounded function , constraint (computer aided design) , set (abstract data type) , consistency (knowledge bases) , feasible region , algorithm , computer science , discrete mathematics , mathematical analysis , geometry , economics , programming language , economic growth
A cutting plane algorithm for the solution of generalized geometric programs with bounded variables is described and then illustrated by the detailed solution of a small numerical example. Convergence of this algorithm to a Kuhn–Tucker point of the program is assured if an initial feasible solution is available to initiate the algorithm. An algorithm for determining a feasible solution to a set of generalized posynomial inequalities which may be used to find a global minimum to the program as well as test for consistency of the constraint set, is also presented. Finally an application in optimal engineering design with seven variables and fourteen non‐linear inequality constraints is formulated and solved.