Geometric programming: Difference between revisions

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Geometric programming is

closely related to [[convex optimization]]: any GP can be made convex by means of a change of variables.<ref name="tutorial"/> GPs have numerous applications, including component sizing in [[Integrated circuit|IC]] design,<ref>M. Hershenson, S. Boyd, and T. Lee. ''[https://web.stanford.edu/~boyd/papers/opamp.html Optimal Design of a CMOS Op-amp via Geometric Programming].'' Retrieved 8 January 2019.</ref><ref> S. Boyd, S. J. Kim, D. Patil, and M. Horowitz. ''[https://web.stanford.edu/~boyd/papers/gp_digital_ckt.html Digital Circuit Optimization via Geometric Programming].'' Retrieved 20 October 2019.</ref> aircraft design,<ref>W. Hoburg and P. Abbeel. ''[https://people.eecs.berkeley.edu/~pabbeel/papers/2014-AIAA-GP-aircraft-design.pdf Geometric programming for aircraft design optimization].'' AIAA Journal 52.11 (2014): 2414-2426.</ref> [[maximum likelihood estimation]] for [[logistic regression]] in [[statistics]], and parameter tuning of positive [[Linear dynamical system|linear systems]] in [[control theory]].<ref>{{Cite journal|last1=Ogura|first1=Masaki|last2=Kishida|first2=Masako|last3=Lam|first3=James|date=2020|title=Geometric Programming for Optimal Positive Linear Systems|url=https://ieeexplore.ieee.org/document/8936427|journal=IEEE Transactions on Automatic Control|volume=65|issue=11|pages=4648–4663|doi=10.1109/TAC.2019.2960697|issn=0018-9286|arxiv=1904.12976|bibcode=2020ITAC...65.4648O |s2cid=140222942 }}</ref>

==Convex form==

Geometric programs are not in general convex optimization problems, but they can be transformed to convex problems by a change of variables and a transformation of the objective and constraint functions. In particular, after performing the change of variables <math>y_i = \log(x_i)</math> and taking the log of the objective and constraint functions, the functions <math>f_i</math>, i.e., the posynomials, are transformed into [[LogSumExp | log-sum-exp]] functions, which are convex, and the functions <math>g_i</math>, i.e., the monomials, become [[affine transformation | affine]]. Hence, this transformation transforms every GP into an equivalent convex program.<ref name="tutorial"/> In fact, this log-log transformation can be used to convert a larger class of problems, known as [[log-log convex programming]] (LLCP), into an equivalent convex form.<ref name="dgp">A. Agrawal, S. Diamond, and S. Boyd. ''[https://arxiv.org/abs/1812.04074 Disciplined Geometric Programming.]'' Retrieved 8 January 2019.</ref>

==Software==

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* [https://github.com/convexengineering/gpkit GPkit] is a Python package for cleanly defining and manipulating geometric programming models. There are a number of example GP models written with this package [https://github.com/convexengineering/gplibrary here].

*[https://web.stanford.edu/~boyd/ggplab/ GGPLAB] is a MATLAB toolbox for specifying and solving geometric programs (GPs) and generalized geometric programs (GGPs).

* [https://www.cvxpy.org/tutorial/dgp/index.html CVXPY] is a Python-embedded modeling language for specifying and solving convex optimization problems, including GPs, GGPs, and LLCPs. <ref name="dgp"/>

==See also==