A robust algorithm for generalized geometric programming |
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Authors: | Peiping Shen Yuan Ma Yongqiang Chen |
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Institution: | (1) College of Mathematics and Information Science, Henan Normal University, Xinxiang, 453007, P.R.China |
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Abstract: | Most existing methods of global optimization for generalized geometric programming (GGP) actually compute an approximate optimal
solution of a linear or convex relaxation of the original problem. However, these approaches may sometimes provide an infeasible
solution, or far from the true optimum. To overcome these limitations, a robust solution algorithm is proposed for global
optimization of (GGP) problem. This algorithm guarantees adequately to obtain a robust optimal solution, which is feasible
and close to the actual optimal solution, and is also stable under small perturbations of the constraints. |
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Keywords: | Generalized geometric programming Robust solution Global optimization Essential optimal solution Monotonic optimization |
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