Content deleted Content added
No edit summary |
|||
Line 17:
==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]]
<math> f(x) = \sum_{k=1}^K c_k x_1^{a_{1k}} \cdots x_n^{a_{nk}} </math>
|