Abstract
A technique is described for solving generalized geometric programs whose constraints include one or more strict equalities. The algorithm solves a sequence of penalized geometric programs; the penalty functions are derived from the arithmetic-geometric inequality as condensed posynomials. Two examples serve to illustrate the idea.
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Communicated by M. Avriel
The authors appreciate the use of the program GGP provided by Professor R. S. Dembo.
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Rountree, D.H., Rigler, A.K. A penalty treatment of equality constraints in generalized geometric programming. J Optim Theory Appl 38, 169–178 (1982). https://doi.org/10.1007/BF00934080
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DOI: https://doi.org/10.1007/BF00934080