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Current state of the art of algorithms and computer software for geometric programming
Authors:R S Dembo
Institution:(1) School of Organization and Management, Yale University, New Haven, Connecticut
Abstract:This paper attempts to consolidate over 15 years of attempts at designing algorithms for geometric programming (GP) and its extensions. The pitfalls encountered when solving GP problems and some proposed remedies are discussed in detail. A comprehensive summary of published software for the solution of GP problems is included. Also included is a numerical comparison of some of the more promising recently developed computer codes for geometric programming on a specially chosen set of GP test problems. The relative performance of these codes is measured in terms of their robustness as well as speed of computation. The performance of some general nonlinear programming (NLP) codes on the same set of test problems is also given and compared with the results for the GP codes. The paper concludes with some suggestions for future research.An earlier version of this paper was presented at the ORSA/TIMS Conference, Chicago, 1975.This work was supported in part by the National Research Council of Canada, Grant No. A-3552, Canada Council Grant No. S74-0418, and a research grant from the School of Organization and Management, Yale University. The author wishes to thank D. Himmelblau, T. Jefferson, M. Rijckaert, X. M. Martens, A. Templeman, J. J. Dinkel, G. Kochenberger, M. Ratner, L. Lasdon, and A. Jain for their cooperation in making the comparative study possible.
Keywords:Geometric programming  state of the art  signomial programhing  nonlinear programming  software
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