A robust algorithm for generalized geometric programming

被引：17
|
作者：
Shen, Peiping [1 ]
Ma, Yuan [1 ]
Chen, YongQiang [1 ]
机构：
[1] Henan Normal Univ, Coll Mat & Informat Sci, Xinxiang 453007, Peoples R China
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2008年 / 41卷 / 04期
基金：
中国国家自然科学基金;
关键词：
generalized geometric programming; robust solution; global optimization; essential optimal solution; monotonic optimization;
D O I：
10.1007/s10898-008-9283-0
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
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.
引用
收藏
页码：593 / 612
页数：20
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