Global Solutions of Signomial Programs

摘要

A signomial problem involves the minimization of the difference of two posynomials subject to constraints involving such functions. These problems are known to possess proper local solutions. In the paper the author modifies the Falk-Soland algorithm to apply to signomial programs and hence are able to guarantee convergence to a global solution. The modification avoids the need to introduce additional variables and solves a sequence of convex programs to generate a sequence of points converging to the desired solution. (Author)