Abstract
Generalized geometric programming (GGP) problems occur frequently in engineering design and management. Recently, some exponential-based decomposition methods [Maranas and Floudas, 1997,Computers and Chemical Engineering 21(4), 351–370; Floudas et al., 1999 , Handbook of Test Problems in Local and Global Optimization, Kluwer Academic Publishers, Boston, pp. 5–105; Floudas, 2000 Deterministic Global Optimizaion: Theory, Methods and Application, Kluwer Academic Publishers, Boston, pp. 257–306] have been developed for GGP problems. These methods can only handle problems with positive variables, and are incapable of solving more general GGP problems. This study proposes a technique for treating free (i.e., positive, zero or negative) variables in GGP problems. Computationally effective convexification rules are also provided for signomial terms with three variables.
Similar content being viewed by others
References
C.A. Floudas P.M. Pardalos C.S. Adjiman W.R. Esposito Z.H. Gumus S.T. Harding J.L. Klepeis C.A. Meyer C.A. Schweiger (1999) Handbook of Test Problems in Local and Global Optimization Kluwer Academic Publisherers Boston 85–105
C.A. Floudas (2000) Deterministic Global Optimization: Theory, Methods and Application Kluwer Academic Publisherers Boston 257–306
R. Horst P.M. Pardalos (Eds) (1995) Handbook of Global Optimization Kluwer Academic Publishers Boston
R. Horst H. Tuy (1996) Global Optimization: Deterministic Approaches Springer-Verlag Berlin, Germany 505–543
LINGO Release 7.0. (2001), LINDO System Inc., Chicago.
C.D. Maranas C.A. Floudas (1997) ArticleTitleGlobal optimization in generalized geometric programming Computers and Chemical Engineering 21 IssueID4 351–370 Occurrence Handle10.1016/S0098-1354(96)00282-7
P.M. Pardalos H.E. Romeijn (Eds) (2002) Handbook of Global Optimization-Volumn 2: Heuristic Approaches Kluwer Academic Publishers Boston
H.S. Ryoo N.V. Sahinidis (1995) ArticleTitleGlobal optimization of Nonconvex NLPs and MINLPs with applications in process design Computers and Chemical Engineering 19 IssueID5 551–566 Occurrence Handle10.1016/0098-1354(94)00097-8
J.F. Tsai H.L. Li N.Z. Hu (2002) ArticleTitleGlobal optimization for signomial discrete programming problems in engineering design Engineering Optimization 34 613–622 Occurrence Handle10.1080/03052150215719
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Li, Hl., Tsai, Jf. Treating Free Variables in Generalized Geometric Global Optimization Programs. J Glob Optim 33, 1–13 (2005). https://doi.org/10.1007/s10898-005-2098-3
Received:
Accepted:
Issue Date:
DOI: https://doi.org/10.1007/s10898-005-2098-3