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Solving geometric programs using GRG: Results and comparisons
Authors:M Ratner  L S Lasdon  A Jain
Institution:(1) Department of Academic Computing, Case Western Reserve University, Cleveland, Ohio;(2) Department of Operations Research, Case Western Reserve University, Cleveland, Ohio;(3) Energy Center, SRI International, Menlo Park, California
Abstract:This paper describes the performance of a general-purpose GRG code for nonlinear programming in solving geometric programs. The main conclusions drawn from the experiments reported are: (i) GRG competes well with special-purpose geometric programming codes in solving geometric programs; and (ii) standard time, as defined by Colville, is an inadequate means of compensating for different computing environments while comparing optimization algorithms.This research was partially supported by the Office of Naval Research under Contracts Nos. N00014-75-C-0267 and N00014-75-C-0865, the US Energy Research and Development Administration, Contract No. E(04-3)-326 PA-18, and the National Science Foundation, Grant No. DCR75-04544 at Stanford University; and by the Office of Naval Research under Contract No. N00014-75-C-0240, and the National Science Foundation, Grant No. SOC74-23808, at Case Western Reserve University.
Keywords:Geometric programs  optimization  generalized reduced gradient method  nonlinear programming
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