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A TRANSFORMATION PATH ALGORITHM FOR UNCONSTRAINED SIGNOMIAL GEOMETRIC PROGRAMMING
Authors:Wang Yanjun  Zhang Kecun Faculty of Computational Mathematics  School of science  Xi'an Jiaotong University  Xi'an   PRC.Faculty of Computational Mathematics  School of science  Xi'an Jiaotong University Xi'an   PRC.
Affiliation:Faculty of Computational Mathematics, School of science, Xi'an Jiaotong University, Xi'an 710049, PRC;Faculty of Computational Mathematics, School of science, Xi'an Jiaotong University, Xi'an 710049, PRC
Abstract:In this paper we present a transformation path algorithm for UnconstrainedSignomial Geometric Programming (USGP). The algorithm is proposed from a newpoint of view based on exploring the characteristics of USGP problem. Firstly by somestable transformations, a particular subproblem is derived which is very easy to solve.Secondly, a special path is formed conveniently. And then the step of the algorithmconsists in finding a "good" point to the current iterate by choosing it along the specialpath and within a trust region. It is proved that the algorithm is globally convergent.
Keywords:USGP  transformation  special path  convergence
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