Geometric programming: Difference between revisions

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where <math>c</math> > 0, <math>a_i</math> ε R
where <math>c</math> > 0, <math>a_i</math> ε R


The exponents <math>a_i</math> of a monomial can be any real numbers, including fractional or negative, but the coefficient <math>c</math> can only be positive <ref name=":1">S. Boyd, L. Vandenberghe, ''Convex Optimization''. Cambridge University Press, 2009.</ref>.
The exponents <math>a_i</math> of a monomial can be any real numbers, including fractional or negative, but the coefficient <math>c</math> can only be positive<ref name=":1">S. Boyd, L. Vandenberghe, ''Convex Optimization''. Cambridge University Press, 2009.</ref>.


=== Posynomial function ===
=== Posynomial function ===
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where <math>c_k</math> > 0,
where <math>c_k</math> > 0,


This is a function of sum of monomial functions <ref name=":1" />.
This is a function of sum of monomial functions<ref name=":1" />.


==== Generalized Posynomial ====
==== Generalized Posynomial ====
A generalized posynomial function, or a general posynomial, is defined as a function <math>f(x_i)</math> of positive variables <math>x_i </math> if it can be formed from posynomials using the operations of addition, multiplication, positive (fractional) power, and maximum <ref name=":0" />.
A generalized posynomial function, or a general posynomial, is defined as a function <math>f(x_i)</math> of positive variables <math>x_i </math> if it can be formed from posynomials using the operations of addition, multiplication, positive (fractional) power, and maximum<ref name=":0" />.


For example:
For example:
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=== Definition ===
=== Definition ===
The standard form of Geometric Programming optimization is to minimize the objective function which must be posynomial. The inequality constraints can only have the form of a posynomial less than or equal to one, and the equality constraints can only have the form of a monomial equal to one. <ref name=":0"/>
The standard form of Geometric Programming optimization is to minimize the objective function which must be posynomial. The inequality constraints can only have the form of a posynomial less than or equal to one, and the equality constraints can only have the form of a monomial equal to one.<ref name=":0"/>


==== Standard Form ====
==== Standard Form ====
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==== Feasibility Analysis====
==== Feasibility Analysis====


For the generalized geometric programming problem to be feasible, the constants need to be mutually consistent. <ref name=":0"/>
For the generalized geometric programming problem to be feasible, the constants need to be mutually consistent.<ref name=":0"/>
where:
where:



Latest revision as of 15:40, 11 December 2021

Authors: Wenjun Zhu, Sam Olsen (SYSEN5800, FALL 2021)

Introduction

A geometric programming (GP) is a family of non-linear optimization problems. Geometric programming optimization problems are typically not convex optimization problems. However, geometric programming optimization problems can be transformed from non-convex optimization problems to convex optimization problems given by their special properties. The convexification for geometric programming optimization problems is implemented by a mathematical transformation of the objective function and constraint functions and a change of decision variables. Though a number of practical problems are not equivalent to geometric programming, geometric programming is generally considered an effective solution for practical problems and it is used to well approximate and analyze various large-scale applications. Typical applications include but are not limited to optimizing power control in communication systems[1], optimizing doping profile in semiconductor device engineering[2], optimizing electronic component sizing in IC design[3], and optimizing aircraft design in aerospace engineering[4].

Theory/Methodology

Monomial function

Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_1} ... Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_n} denote Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} real positive variables,

A monomial function, or a monomial, is defined as:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x)} = Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle cx_1^{a_1}} Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_2^{a_2}} ...Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_n^{a_n}}

where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c} > 0, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_i} ε R

The exponents Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_i} of a monomial can be any real numbers, including fractional or negative, but the coefficient Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c} can only be positive[5].

Posynomial function

Posynomial

A posynomial function, or a posynomial, is defined as: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x)} = Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{k=1}^K} Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_kx_1^{a_{1k}}} Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_2^{a_{2k}}} ...Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_n^{a_{nk}}}

where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle c_k} > 0,

This is a function of sum of monomial functions[5].

Generalized Posynomial

A generalized posynomial function, or a general posynomial, is defined as a function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x_i)} of positive variables Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_i } if it can be formed from posynomials using the operations of addition, multiplication, positive (fractional) power, and maximum[3].

For example:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x)= (h_1(x)+h_2(x))^6(h_3(x)+10)}

where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_1(x)=0.9x^2} ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_2(x)=4{x}^6} ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_3(x)=max(1+x,2x^7)}

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x)} is a generalized posynomial function and it can be seen as follows:

  • Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 0.9x^2} is a posynomial so Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_1(x)} is a posynomial function
  • Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 4x^6} is a posynomial so Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_2(x)} is a posynomial function
  • Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1+x} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2x^7} are posynomials, since it is the maximum of two posynomials, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle max(1+x,2x^7)} is a generalized posynomial so Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_3(x)} is a generalized posynomial function
  • Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x)} is expressed by addition, multiplication, and positive (fractional) power from Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_1(x)} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_2(x)} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle h_3(x)} functions

Therefore Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x)} is a generalized posynomial function.

Definition

The standard form of Geometric Programming optimization is to minimize the objective function which must be posynomial. The inequality constraints can only have the form of a posynomial less than or equal to one, and the equality constraints can only have the form of a monomial equal to one.[3]

Standard Form

Minimize Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_0(x)}

Subject to: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_i(x)\leqslant1 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,m,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_i(x) = 1 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,p,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_i > 0 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,q,

where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_i(x)} are posynomial functions, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_i(x)} are monomials, and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_i } are the decision variables.

Generalized Geometric Programming Form

Minimize Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_0(x)}

Subject to: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_i(x)\leqslant1 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,m,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_i(x) = 1 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,p,

where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_i(x)} are generalized posynomial functions, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_i(x)} are monomials, and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_i } are the decision variables.

Since any posynomial is also a generalized posynomial, any geometric programming is also generalized geometric programming.

Generalized geometric programming can be converted to equivalent geometric programming by different mathematical transformations.

Feasibility Analysis

For the generalized geometric programming problem to be feasible, the constants need to be mutually consistent.[3] where:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_i(x)\leqslant1 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,m,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_i(x) = 1 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,p

Determining the feasibility needs to be found before optimization. If these conditions are not met, then it might be useful to find: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x*} , the closest point to feasibility. If that is the case, the following format is provided:

Minimize Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle s_1...s_m}

Subject to: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_i(x)\leqslant1 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,m,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle g_i(x) = 1 } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,p,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_i(x)\geqslant1} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i } = 1,...,m

Numerical Examples

Transform a non-standard form GP to standard form GP

The non-standard form GP is as follows:

Minimize Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_0(x,y) = x/y }

Subject to: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1\leqslant{x}\leqslant4} ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x^2\leqslant{y^2}} ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x/y^3 = 3 }

The equivalent standard form GP is as follows:

Minimize Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_0(x,y) = x^{-1}y }

Subject to: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x^{-1}\leqslant1 } ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {(1/4)}x\leqslant1 } ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {x^2}{y^{-2}}\leqslant1} ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {(1/3)}xy^{-3} = 1 }

Transform Non-convex Optimization Problems to Convex Optimization problem

The non-convex non-linear programming is as follows:

Minimize Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_0(x_1,x_2) = {x_1}{x_2} }

Subject to: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle ({x_1}^2/{x_2}^2)\leqslant{{x_1}^{0.6}} } ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_1\geqslant0 } ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_2\geqslant0 }

The reformulation process using exponential transformation, from non-convex optimization problem to convex optimization problem, is as follows:

Let Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_1 = e^{u_1} } , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x_2 = e^{u_2} } , then the objective function becomes:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_0(e^{u_1},e^{u_2}) = e^{({u_1}+{u_2})} }

The first constraint of the problem becomes:

=> Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle e^{2({u_1}-{u_2})}\leqslant{e^{{0.6}u_1}} }

=> Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2({u_1}-{u_2})\leqslant{0.6{u_1}} }

=> Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {u_1}-{u_2}\leqslant{0.3{u_1}} }

The second constraint of the problem becomes:

=> Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle e^{u_1}\geqslant0 }

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {u_1}} is unbounded.

The third constraint of the problem becomes:

=> Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle e^{u_2}\geqslant0 }

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {u_2}} is unbounded.

Substitute the new reformulation into the original problem, the new problem becomes:

Minimize Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f_0(e^{u_1},e^{u_2}) = e^{({u_1}+{u_2})} }

Subject to: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {u_1}-{u_2}\leqslant{0.3{u_1}}} ,

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {u_1}} , Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle {u_2}} are unbounded.

This is a convex non-linear programming problem.

Applications

Power Control

Transmitter power control in communication system is one of the typical applications of geometric programming. The objective of the problem is to minimize the total power of the transmitters subject to transmitter power limits and the signal to interference and noise ratio (SINR) of many receiver/transmitter pairs.[1] This application demonstrates that the GP formulation allows us to handle the more general case in which the receiver interference power is any posynomial function of the powers.

Optimal Doping Profile

Doping profile in semiconductor device engineering is another typical application of geometric programming. The objective of the problem is to choose the best doping profile (also called the acceptor impurity concentration) to obtain a transistor with favorable properties. There are many factors that affect the properties of a transistor. One of the critical measures of the favorable properties of a transistor is its base transit time, which determines how fast the transistor is. Therefore, the goal is to choose the doping profile to minimize the base transit time, subject to doping profile limits, doping gradient, and initial/final doping profile values.[2]

FloorPlanning

The floor planning problem is a generalized geometric programming problem instead of a geometric programming problem. However, any generalized geometric programming problem can be mechanically transferred to any geometric programming problem. The objective of the problem is to minimize the "bounding box" area that can include all the required objects, subject to the area of the individual object and the aspect ratio of the individual object.[6]

Digital Circuit

Digital Gate Sizing

The digital gate sizing problem is a generalized geometric programming problem instead of a geometric programming problem. However, any generalized geometric programming problem can be mechanically transferred to any geometric programming problem.[7] The objective of the problem is to minimize the worst-case delay of the digital signal traveling along any path through the circuit, subject to limits on the total area and power. The problem can be demonstrated as follows: To the right there is a Digital Circuit with the critical path highlighted in red. Every IC component is given power, area, resistance, and capacitance values. Using the 3 different component types: AND, OR, NOT, the total power, total area, total resistance, and total capacitance are fond for each component type. The Minimum delay, is the summation of the multiplication for each components total resistance and capacitance, with relations to bounded area and power.[8]

Conclusion

In general, geometric programming is a simple but powerful family of non-linear optimization problems. Though geometric programming optimization problems are typically not convex optimization problems, they can be transformed to convex optimization problems by multiple convexification techniques.[9] Because of convexification, geometric programming is used to solve and analyze various large-scale applications, and it is used to convert computationally intractable optimization problems to computationally tractable optimization problems.

References

  1. 1.0 1.1 M. Chiang, C. W. Tan, D. P. Palomar, D. O’Neill, and D. Julian,"Power Control By Geometric Programming" (JULY 2007).
  2. 2.0 2.1 Y.Li and Y.-C. Chen1,Optimal Channel Doping Profile of Two-Dimensional Metal-Oxide-Semiconductor Field-Effect Transistors via Geometric Programming (2015).
  3. 3.0 3.1 3.2 3.3 S. Boyd, S. J. Kim, L. Vandenberghe, and A. Hassibi."A Tutorial on Geometric Programming." Retrieved 20 October 2019.
  4. W. Hoburg and P. Abbeel. Geometric programming for aircraft design optimization. AIAA Journal 52.11 (2014): 2414-2426.
  5. 5.0 5.1 S. Boyd, L. Vandenberghe, Convex Optimization. Cambridge University Press, 2009.
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