首页> 中文期刊> 《高等学校计算数学学报:英文版》 >A TRANSFORMATION PATH ALGORITHM FOR UNCONSTRAINED SIGNOMIAL GEOMETRIC PROGRAMMING

A TRANSFORMATION PATH ALGORITHM FOR UNCONSTRAINED SIGNOMIAL GEOMETRIC PROGRAMMING

     

摘要

In this paper we present a transformation path algorithm for Unconstrained Signomial Geometric Programming (USGP). The algorithm is proposed from a new point of view based on exploring the characteristics of USGP problem. Firstly by some stable transformations, a particular subproblem is derived which is very easy to solve.Secondly, a special path is formed conveniently. And then the step of the algorithm consists in finding a "good" point to the current iterate by choosing it along the special path and within a trust region. It is proved that the algorithm is globally convergent.

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