A New Global Optimization Algorithm for Solving Generalized Geometric Programming.pdfVIP

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2010, Article ID 346965, 12 pages doi:10.1155/2010/346965 Research Article A New Global Optimization Algorithm for Solving Generalized Geometric Programming San-Yang Liu, Chun-Feng Wang, and Li-Xia Liu Department of Mathematical Sciences, Xidian University, Xi’an 710071, China Correspondence should be addressed to Chun-Feng Wang, wangchunfeng09@126.com Received 13 October 2010; Accepted 23 December 2010 Academic Editor: J. J. Judice Copyright q 2010 San-Yang Liu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. A global optimization algorithm for solving generalized geometric programming GGP problem is developed based on a new linearization technique. Furthermore, in order to improve the convergence speed of this algorithm, a new pruning technique is proposed, which can be used to cut away a large part of the current investigated region in which the global optimal solution does not exist. Convergence of this algorithm is proved, and some experiments are reported to show the feasibility of the proposed algorithm. 1. Introduction This paper considers generalized geometric programming GGP problem in the following form: ⎧ ⎪ min φ0 x ⎪ ⎪ ⎪ GGP ⎨ , j 1, . . . , m, 1.1 s.t. φj x ≤ βj ⎪ ⎪