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On the computational utility of posynomial geometric programming solution methods

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Abstract

Ten codes or code variants were used to solve the five equivalent posynomial GP problem formulations. Four of these codes were general NLP codes; six were specialized GP codes. A total of forty-two test problems was solved with up to twenty randomly generated starting points per problem. The convex primal formulation is shown to be intrinsically easiest to solve. The general purpose GRG code called OPT appears to be the most efficient code for GP problem solution. The reputed superiority of the specialized GP codes GGP and GPKTC appears to be largely due to the fact that these codes solve the convex primal formulation. The dual approaches are only likely to be competitive for small degree of difficulty, tightly constrained problems.

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Fattler, J.E., Reklaitis, G.V., Sin, Y.T. et al. On the computational utility of posynomial geometric programming solution methods. Mathematical Programming 22, 163–201 (1982). https://doi.org/10.1007/BF01581036

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