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A Branch-and-Bound Method for Reversed Geometric Programming

Willy Gochet and Yves Smeers
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Willy Gochet: CORE, Louvain-La Neuve, Belgium
Yves Smeers: CORE, Louvain-La Neuve, Belgium

Operations Research, 1979, vol. 27, issue 5, 982-996

Abstract: 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. The combined method involving linear subproblems has been coded and numerical experience with this code will be reported later.

Date: 1979
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Citations: View citations in EconPapers (6)

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