Posynomial geometric programming as a special case of semi-infinite linear programming |
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Authors: | J. Rajgopal D. L. Bricker |
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Affiliation: | (1) Department of Industrial Engineering and Operations Research, University of Pittsburgh, Pittsburgh, Pennsylvania;(2) Department of Industrial and Management Engineering, University of Iowa, Iowa City, Iowa |
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Abstract: | This paper develops a wholly linear formulation of the posynomial geometric programming problem. It is shown that the primal geometric programming problem is equivalent to a semi-infinite linear program, and the dual problem is equivalent to a generalized linear program. Furthermore, the duality results that are available for the traditionally defined primal-dual pair are readily obtained from the duality theory for semi-infinite linear programs. It is also shown that two efficient algorithms (one primal based and the other dual based) for geometric programming actually operate on the semi-infinite linear program and its dual. |
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Keywords: | Geometric programming semi-infinite linear programming duality generalized linear programming |
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