A Global Optimization Algorithm for Signomial Geometric Programming Problem

This paper presents a global optimization algorithm for solving the signomial geometric programming (SGP) problem. In the algorithm, by the straight forward algebraic manipulation of terms and by utilizing a transformation of variables, the initial nonconvex programming problem (SGP) is first conver...

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Main Authors: Xue-Ping Hou, Pei-Ping Shen, Yong-Qiang Chen
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2014/163263
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author Xue-Ping Hou
Pei-Ping Shen
Yong-Qiang Chen
author_facet Xue-Ping Hou
Pei-Ping Shen
Yong-Qiang Chen
author_sort Xue-Ping Hou
collection DOAJ
description This paper presents a global optimization algorithm for solving the signomial geometric programming (SGP) problem. In the algorithm, by the straight forward algebraic manipulation of terms and by utilizing a transformation of variables, the initial nonconvex programming problem (SGP) is first converted into an equivalent monotonic optimization problem and then is reduced to a sequence of linear programming problems, based on the linearizing technique. To improve the computational efficiency of the algorithm, two range reduction operations are combined in the branch and bound procedure. The proposed algorithm is convergent to the global minimum of the (SGP) by means of the subsequent solutions of a series of relaxation linear programming problems. And finally, the numerical results are reported to vindicate the feasibility and effectiveness of the proposed method.
format Article
id doaj-art-9e5cacc5e4d84500b4f1b2868faa994d
institution Kabale University
issn 1085-3375
1687-0409
language English
publishDate 2014-01-01
publisher Wiley
record_format Article
series Abstract and Applied Analysis
spelling doaj-art-9e5cacc5e4d84500b4f1b2868faa994d2025-02-03T01:30:51ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/163263163263A Global Optimization Algorithm for Signomial Geometric Programming ProblemXue-Ping Hou0Pei-Ping Shen1Yong-Qiang Chen2College of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, ChinaCollege of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, ChinaCollege of Mathematics and Information Science, Henan Normal University, Xinxiang 453007, ChinaThis paper presents a global optimization algorithm for solving the signomial geometric programming (SGP) problem. In the algorithm, by the straight forward algebraic manipulation of terms and by utilizing a transformation of variables, the initial nonconvex programming problem (SGP) is first converted into an equivalent monotonic optimization problem and then is reduced to a sequence of linear programming problems, based on the linearizing technique. To improve the computational efficiency of the algorithm, two range reduction operations are combined in the branch and bound procedure. The proposed algorithm is convergent to the global minimum of the (SGP) by means of the subsequent solutions of a series of relaxation linear programming problems. And finally, the numerical results are reported to vindicate the feasibility and effectiveness of the proposed method.http://dx.doi.org/10.1155/2014/163263
spellingShingle Xue-Ping Hou
Pei-Ping Shen
Yong-Qiang Chen
A Global Optimization Algorithm for Signomial Geometric Programming Problem
Abstract and Applied Analysis
title A Global Optimization Algorithm for Signomial Geometric Programming Problem
title_full A Global Optimization Algorithm for Signomial Geometric Programming Problem
title_fullStr A Global Optimization Algorithm for Signomial Geometric Programming Problem
title_full_unstemmed A Global Optimization Algorithm for Signomial Geometric Programming Problem
title_short A Global Optimization Algorithm for Signomial Geometric Programming Problem
title_sort global optimization algorithm for signomial geometric programming problem
url http://dx.doi.org/10.1155/2014/163263
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