Geometric programming: Difference between revisions

Revision as of 08:50, 16 December 2010

Revision as of 13:40, 27 December 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, definingdefinning <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]]