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 ([Link] is a commercial solver capable of solving geometric
programs as well as other non-linear optimization problems.
CVXOPT ([Link] is an open-source solver for convex optimization problems.
GPkit ([Link] 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 ([Link]
GGPLAB ([Link] is a MATLAB toolbox for specifying and
solving geometric programs (GPs) and generalized geometric programs (GGPs).
CVXPY ([Link] is a Python-embedded modeling
language for specifying and solving convex optimization problems, including GPs, GGPs, and
LLCPs. [7]
See also
Signomial
Clarence Zener
References
1. Richard J. Duffin; Elmor L. Peterson; Clarence Zener (1967). Geometric Programming. John
Wiley and Sons. p. 278. ISBN 0-471-22370-0.
2. S. Boyd, S. J. Kim, L. Vandenberghe, and A. Hassibi. A Tutorial on Geometric Programming (htt
ps://[Link]/~boyd/papers/gp_tutorial.html). Retrieved 20 October 2019.
3. M. Hershenson, S. Boyd, and T. Lee. Optimal Design of a CMOS Op-amp via Geometric
Programming ([Link] Retrieved 8 January 2019.
4. S. Boyd, S. J. Kim, D. Patil, and M. Horowitz. Digital Circuit Optimization via Geometric
Programming ([Link] Retrieved 20
October 2019.
5. W. Hoburg and P. Abbeel. Geometric programming for aircraft design optimization ([Link]
[Link]/~pabbeel/papers/[Link]). AIAA Journal 52.11
(2014): 2414-2426.
6. Ogura, Masaki; Kishida, Masako; Lam, James (2020). "Geometric Programming for Optimal
Positive Linear Systems" ([Link] IEEE Transactions
on Automatic Control. 65 (11): 4648–4663. arXiv:1904.12976
([Link] doi:10.1109/TAC.2019.2960697 ([Link]
TAC.2019.2960697). ISSN 0018-9286 ([Link]
7. A. Agrawal, S. Diamond, and S. Boyd. Disciplined Geometric Programming. ([Link]
s/1812.04074) Retrieved 8 January 2019.
Retrieved from "[Link]
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