## Global Optimization in Generalized Geometric Programming (1997)

Venue: | Engng |

Citations: | 12 - 3 self |

### BibTeX

@ARTICLE{Maranas97globaloptimization,

author = {Costas D. Maranas and Christodoulos A. Floudas},

title = {Global Optimization in Generalized Geometric Programming},

journal = {Engng},

year = {1997},

volume = {21},

pages = {351--569}

}

### OpenURL

### Abstract

A deterministic global optimization algorithm is proposed for locating the global minimum of generalized geometric (signomial) problems (GGP). By utilizing an exponential variable transformation the initial nonconvex problem (GGP) is reduced to a (DC) programming problem where both the constraints and the objective are decomposed into the difference of two convex functions. A convex relaxation of problem (DC) is then obtained based on the linear lower bounding of the concave parts of the objective function and constraints inside some box region. The proposed branch and bound type algorithm attains finite ffl--convergence to the global minimum through the successive refinement of a convex relaxation of the feasible region and/or of the objective function and the subsequent solution of a series of nonlinear convex optimization problems. The efficiency of the proposed approach is enhanced by eliminating variables through monotonicity analysis, by maintaining tightly bound variables thro...