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A penalty treatment of equality constraints in generalized geometric programming

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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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Author information

Authors and Affiliations

  1. Sandia National Laboratories, Albuquerque, New Mexico

    D. H. Rountree (Member, Technical Staff)

  2. Faculty of Computer Science Department, University of Missouri-Rolla, Rolla, Missouri

    A. K. Rigler (Professor)

Authors
  1. D. H. Rountree
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  2. A. K. Rigler
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Additional information

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

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