Questions tagged [geometric-programming]

For questions related to problems that optimize a posynomial subject to posynomial and monomial constraints.

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3 votes
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Can the following problem be cast as a geometric program?

Consider the function $f : [0,1]^n \to [0,\infty)$ defined as $$ f(x_1,\dots,x_n) = \sum_{(z_1,\dots,z_n) \in \{0,1\}^n} g(z_1,\dots,z_n) \cdot \left[\prod_{i=1}^n x_i^{z_i} \cdot (1-x_i)^{1-z_i}\...
mhdadk's user avatar
  • 601
1 vote
1 answer

An if-then-else logic whose condition is an inequality

I was hoping to get some help in modelling the following logic. I tried to solve it by "Big-M method" but failed. Thank you in advance! $a(k,n)$ and $b(k,n)$ are known constants, $\lambda$ ...
WaMIMO's user avatar
  • 33
1 vote
2 answers

Number of solutions to geometric program

Is it possible to determine if a Geometric Program (GP) has one, none, or infinite (primal) solutions by its structure (e.g., in terms of the number of variables, constraints, or product terms ...
Apprentice's user avatar
4 votes
1 answer

Geometric Programming with Simple Affine Equality Constraint

Consider a Geometric Program (GP), $$ \begin{array}{cl} \operatorname{minimize} & f_{0}(x) \\ \text { subject to } & f_{i}(x) \leq 1, \quad i=1, \ldots, m, \\ & g_{i}(x)=1, \quad i=1, \...
Apprentice's user avatar
1 vote
0 answers

Implement geometric constraint using DOCplex

currently I'm working on a wind farm layout optimization problem. I found an appropriate model in literature (Fischetti et al.) and now I'm trying to reproduce it using the Python API of cplex with ...
s6nke's user avatar
  • 11
10 votes
2 answers

Geometric programming: Why are the constraints defined to be less than/equal to 1?

In a simple convex optimisation problem, the standard form is given by \begin{align}\min_{\bf x}&\qquad f({\bf x})\\\text{s.t.}&\qquad g_i({\bf x})\le 0,\quad i=1,\cdots,m\\&\qquad h_j({\...
TheSimpliFire's user avatar
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