A modified reduced gradient method for dual posynomial programming

In this paper, we present a method for solving the dual of a posynomial geometric program based on modifications of the reduced gradient method. The modifications are necessary because of the numerical difficulties associated with the nondifferentiability of the dual objective function. Some preliminary numerical results are included that compare the proposed method with the modified concave simplex method of Beck and Ecker of Ref. 1.This research was supported in part by the National Science Foundation, Grant No. MCS75-09443-A01.The authors sincerely thank P. Vandeputte for his computing assistance. We also wish to thank T. Magnanti and unknown referees for helpful criticism.