A robust algorithm for generalized geometric programming

2008 
Most existing methods of global optimization for generalized geometric programming (GGP) actually compute an approximate optimal solution of a linear or convex relaxation of the original problem. However, these approaches may sometimes provide an infeasible solution, or far from the true optimum. To overcome these limitations, a robust solution algorithm is proposed for global optimization of (GGP) problem. This algorithm guarantees adequately to obtain a robust optimal solution, which is feasible and close to the actual optimal solution, and is also stable under small perturbations of the constraints.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    20
    References
    15
    Citations
    NaN
    KQI
    []