Abstract

With geometric programs getting larger and larger, the dual based solution methods which optimize a less complicated problem than the original problem become more important. However there are two major difficulties related to the development of a dual method. One is the non-differentiability of the dual objective function over its feasible region and the other one is the conversion of a dual solution to a primal solution. In this paper we address these issues for the posynomial programs. A well-controlled dual perturbation method which guarantees ϵ-optimal primal dual solution pair is proposed to overcome the nondifferentiability difficulty and a simple linear programming method is introduced to generate a quick dual-to-primal conversion.

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