MM algorithms for geometric and signomial programming
نویسندگان
چکیده
منابع مشابه
MM algorithms for geometric and signomial programming
This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the geometric-arithmetic mean inequality and a supporting hyperplane inequality to create a surrogate function with parameters separated. Thus, unconstrained signomial prog...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2012
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-012-0612-1