Geometric programming: Difference between revisions

Revision as of 08:13, 22 February 2007

Revision as of 07:07, 1 March 2007

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A '''Geometric Program''' is an [[optimization (mathematics)|optimization]] problem of the form

minimize <math>\ f_0(x)\ </math> subject to

: <math>f_i(x) \leq 1</math>,\quad <math>i \in \left \{=1,\dots,m \right \}</math>

: <math>h_i(x) = 1</math>,\quad <math>i \in \left \{=1,\dots,p \right \}.</math>

where <math>f_0,\dots,f_m</math> are [[posynomials]] and <math>h_1,\dots,h_p</math> are [[monomials]].