A TRANSFORMATION PATH ALGORITHM FOR UNCONSTRAINED SIGNOMIAL GEOMETRIC PROGRAMMING  

作　　者：王燕军 张可村 

机构地区：[1]FacultyofComputationalMathematics,Schoolofscience,Xi＇anJiaotongUniversity,Xi＇an710049,PRC [2]FacultyofComputationalMathematics,Schoolofscience,Xi＇anJiaotongUniversity,Xi＇an710049,PRC

出　　处：《Numerical Mathematics A Journal of Chinese Universities(English Series)》2004年第1期42-49,共8页

摘　　要：In this paper we present a transformation path algorithm for Unconstrained Signomial Geometric Programming (USGP). The algorithm is proposed from a new point of view based on exploring the characteristics of USGP problem. Firstly by some stable transformations, a particular subproblem is derived which is very easy to solve.Secondly, a special path is formed conveniently. And then the step of the algorithm consists in finding a "good" point to the current iterate by choosing it along the special path and within a trust region. It is proved that the algorithm is globally convergent.In this paper we present a transformation path algorithm for UnconstrainedSignomial Geometric Programming (USGP). The algorithm is proposed from a newpoint of view based on exploring the characteristics of USGP problem. Firstly by somestable transformations, a particular subproblem is derived which is very easy to solve.Secondly, a special path is formed conveniently. And then the step of the algorithmconsists in finding a 'good' point to the current iterate by choosing it along the specialpath and within a trust region. It is proved that the algorithm is globally convergent.

关 键 词：路径转换算法 非约束Signomial几何规划 SGP 收敛性 HESSIAN矩阵 

分 类 号：O221[理学—运筹学与控制论]