BRANCH-AND-BOUND METHOD FOR REVERSED GEOMETRIC-PROGRAMMING

被引：26
作者：
GOCHET, W
SMEERS, Y
机构：
来源：
OPERATIONS RESEARCH | 1979年 / 27卷 / 05期
关键词：
D O I：
10.1287/opre.27.5.982
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
A general or signomial geometric program is a nonlinear mathematical program involving general polynomials in several variables both in the objective function and the constraints. A branch-and-bound method is proposed for this extensive class of nonconvex optimization programs guaranteeing convergence to the global optimum. The subproblems to be solved are convex but the method can easily be combined with a cutting plane technique to generate subproblems which are linear. A simple example is given to illustrate the technique.
引用
收藏
页码：982 / 996
页数：15
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