IJPAM: Volume 57, No. 3 (2009)


Shu-Jie Jing$^1$Department of Applied Mathematics, Dalian University of Technology, 2, Linggong Road, Dalian, Liaoning Province, 116024, P.R. CHINA, Zun-Quan Xia$^2$
$^{1,2}$Department of Applied Mathematics
Dalian University of Technology
2, Linggong Road, Dalian, Liaoning Province, 116024, P.R. CHINA
$^1$e-mail: [email protected]
$^2$e-mail: [email protected]
$^1$Department Mathematics and Information Science
Henan Polytechnic University
Jiaozuo, 454003, P.R. CHINA

Abstract.The geometric programming is a special kind of nonlinear programming, and is widely used in the engineering design, production management, chemical process and so on. A new type interior-conjugate gradient mix-method is proposed for constrained positive geometric programming. First, the constrained positive geometric programming is transformed into an equally unconstrained geometric programming problem using interior penalty function method. Then particular parameters $\beta_k$ are constructed based on conjugate gradient method. It is proved that the method is globally convergent.

Received: October 28, 2009

AMS Subject Classification: 90C25, 52A41, 26B25, 90C30

Key Words and Phrases: geometric programming, interior penalty function method, conjugate gradient method, global convergence

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2009
Volume: 57
Issue: 3