Geometric Programming: Convex Form Software See Also References

Uploaded by

ILLA PAVAN KUMAR (PA2013003013042)

We take content rights seriously. If you suspect this is your content, claim it here.

Available Formats

Download as PDF, TXT or read online on Scribd

0% found this document useful (0 votes)

56 views

Geometric Programming: Convex Form Software See Also References

Uploaded by

ILLA PAVAN KUMAR (PA2013003013042)

We take content rights seriously. If you suspect this is your content, claim it here.

Available Formats

Download as PDF, TXT or read online on Scribd

You are on page 1/ 2

Geometric programming

A geometric program (GP) is an optimization problem of the form

where are posynomials and are monomials. In the context of geometric programming
(unlike standard mathematics), a monomial is a function from to defined as

where and . A posynomial is any sum of monomials.[1][2]

Geometric programming is closely related to convex optimization: any GP can be made convex by means of a
change of variables.[2] GPs have numerous applications, including component sizing in IC design,[3][4] aircraft
design,[5] maximum likelihood estimation for logistic regression in statistics, and parameter tuning of positive
linear systems in control theory.[6]

Contents
Convex form
Software
See also
References

Convex form
Geometric programs are not in general convex optimization problems, but they can be transformed to convex
problems by a change of variables and a transformation of the objective and constraint functions. In particular,
after performing the change of variables and taking the log of the objective and constraint
functions, the functions , i.e., the posynomials, are transformed into log-sum-exp functions, which are
convex, and the functions , i.e., the monomials, become affine. Hence, this transformation transforms every
GP into an equivalent convex program.[2] In fact, this log-log transformation can be used to convert a larger
class of problems, known as log-log convex programming (LLCP), into an equivalent convex form.[7]

Software
Several software packages exist to assist with formulating and solving geometric programs.

MOSEK (https://www.mosek.com/) is a commercial solver capable of solving geometric

programs as well as other non-linear optimization problems.
CVXOPT (http://cvxopt.org/) is an open-source solver for convex optimization problems.
GPkit (https://github.com/convexengineering/gpkit) is a Python package for cleanly defining
and manipulating geometric programming models. There are a number of example GP models
written with this package here (https://github.com/convexengineering/gplibrary).
GGPLAB (https://web.stanford.edu/~boyd/ggplab/) is a MATLAB toolbox for specifying and
solving geometric programs (GPs) and generalized geometric programs (GGPs).
CVXPY (https://www.cvxpy.org/tutorial/dgp/index.html) is a Python-embedded modeling
language for specifying and solving convex optimization problems, including GPs, GGPs, and
LLCPs. [7]

Retrieved from "https://en.wikipedia.org/w/index.php?title=Geometric_programming&oldid=997475835"

This page was last edited on 31 December 2020, at 18:05 (UTC).

Text is available under the Creative Commons Attribution-ShareAlike License; additional terms may apply. By using this
site, you agree to the Terms of Use and Privacy Policy. Wikipedia® is a registered trademark of the Wikimedia
Foundation, Inc., a non-profit organization.