无约束广义几何规划的一种具有全局收敛性的线性松弛方法

摘要

几何规划是一种具有特殊形式的非线性规划问题.广义几何规划问题是一种特殊的规划(DC),为研究其有效的求解方法,利用线性化技术,将广义几何规划转化为一列凸规划问题.构造了无约束广义几何规划的一种新算法,并证明了算法的全局收敛性.%Geometric programming is a type of nonlinear programming problem that has a special form. Generalized geometric programming is a special DC programming whose solution is very difficult. This paper by using linearization technique converts generalized geometric programming into a sequence of convex programming programming, and proposes a new algorithm for unconstrained generalized geometric programming. The goble convergence can be attained.