Geometric programming: Difference between revisions

Revision as of 17:29, 20 May 2010

Revision as of 13:14, 15 August 2010

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==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, defining <math>y_i = \log{(x_i})</math>, the monomial <math>f(x) = c x_1^{a_1} \cdots x_n^{a_n} \mapsto e^{a^T y +b}</math>, where <math>b = \log{(c})</math>.

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