Geometric programming: Difference between revisions

Revision as of 08:38, 15 March 2007

Revision as of 04:56, 11 September 2007

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Similarly, if <math>f</math> is the posynomial

<math> f(x) = \sum_{k=1}^K c_k x_1^{a_1ka_{1k}} \cdots x_n^{a_nka_{nk}} </math>

then <math>f(x) = \sum_{k=1}^K e^{a_Ka_k^T y + b_k}</math>, where <math>a_k = (a_{1k},\dots,a_{nk} )</math> and <math>b_k = \log{c_k} </math>. After the change of variables, a posynomial becomes a sum of exponentials of affine functions.

[[Category:Optimization]]