Abstract:

 Generalized Geometric Programming(GGP) problems widely occur in engineering design, risk management, manufacturing, and so on. Based on the convex relaxation, an accelerating algorithm for solving global solution of generalized geometric programming was proposed. A new pruning technique was used to cut away the current investigated region in which the global optimal solution does not exist and improve the convergence speed of this algorithm. Convergence of the algorithm was proved. Some experiments are reported to show the feasibility and efficiency of the proposed algorithm.

Key words: generalized geometric programming; global optimization; convex relaxation; pruning technique