A comparison between a primal and a dual cutting plane algorithm for posynomial geometric programming problems |
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| Authors: | F. Cole W. Gochet Y. Smeer |
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| Affiliation: | (1) Sint-Aloyisius Handelshogeschool, Brussels, Belgium;(2) Department of Applied Economics, Catholic University of Louvain, Leuven, Belgium;(3) Center for Operations Research and Econometrics and Department of Industrial Engineering, Université Catholique de Louvain, Louvain-la-Neuve, Belgium |
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| Abstract: | In this paper, primal and dual cutting plane algorithms for the solution of posynomial geometric programming problems are presented. It is shown that these cuts are deepest, in the sense that they cut off as much of the infeasible set as possible. Problems of nondifferentiability in the dual cutting plane are circumvented by the use of a subgradient. Although the resulting dual problem seems easier to solve, the computational experience seems to show that the primal cutting plane outperforms the dual. |
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| Keywords: | Nonlinear programming geometric programming posynomial geometric programs cutting planes subgradients |
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