Linearization method of global optimization for generalized geometric programming (Q1763283)

An algorithm for finding the globally optimal solutions of a generalized geometric programming problem is presented. The proposed algorithm uses a convenient linearization technique to systematically convert the initial problem into a sequence of linear programming problems. For this, among others, a branch-and-bound algorithm is used. The branch-and-bound approach is based on partitioning the set of feasible solutions: bisection rule. The proposed algorithm is convergent. Three problems that appear in the literature are tested. Numerical results illustrate the feasibility and effectiveness of the proposed algorithm.