Some numerical experiments with the diagonalized Newton multiplier method on geometric programming problems with equality constraints

[摘要] The diagonalized Newton multiplier method is applied to the problem of minimizing a posynomial objective function subject to posynomial equality constraints. Two transformations of the original problem are made and their relative merits examined. Two example problems are solved numerically, in their original formulation and also in their transformed versions. Our numerical experiments with the diagonalized Newton multiplier method seem to suggest that, for this class of problems, solving a transformed version yields a larger region of convergence.

[发布机构] Rice University