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A modified concave simplex algorithm for geometric programming

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Abstract

An algorithm for solving posynomial geometric programs is presented. The algorithm uses a modification of the concave simplex method to solve the dual program which has a nondifferentiable objective function. The method permits simultaneous changes in certain blocks of dual variables. A convergence proof follows from the convergence proof of the concave simplex method. Some computational results on problems with up to forty degrees of difficulty are included.

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Authors and Affiliations

  1. Armament Development and Test Center (TSX), USAF, Eglin AFB, Florida

    P. A. Beck (Captain)

  2. Department of Mathematics, Rensselaer Polytechnic Institute, Troy, New York

    J. G. Ecker (Associate Professor)

Authors
  1. P. A. Beck
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  2. J. G. Ecker
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Additional information

Communicated by R. A. Howard

This research was supported in part by the United States Air Force, Air Force Institute of Technology, and in part by the National Science Foundation, Grant No. GP-32844X.

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Beck, P.A., Ecker, J.G. A modified concave simplex algorithm for geometric programming. J Optim Theory Appl 15, 189–202 (1975). https://doi.org/10.1007/BF02665292

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