Quickguide GP Problem

From TomWiki
Jump to navigationJump to search

Notice.png

This page is part of the Quickguide Manual. See Quickguide.

Geometric programming problems are a set of special problems normally solved with TOMLAB /GP. The optimum is commonly non-differentiable. Problems are modeled on the primal form, but the dual is entered and solved.

The primal geometric programming problem is defined as:


where

Given exponents for the th variable in the th product term, and , are arbitrary real constants and term coefficients are positive.

Example problem:

The following file defines and solves the problem in TOMLAB.

File: tomlab/quickguide/gpQG.m

Open the file for viewing, and execute gpQG in Matlab.

 % gpQG is a small example problem for defining and solving
 % geometric programming problems using the TOMLAB format.
 
 nterm = [6;3];
 coef = [.5e1;.5e5;.2e2;.72e5;.1e2;.144e6;.4e1;.32e2;.12e3];
 A = sparse([ 1  -1  0   0  0  0 -1  0  0;...      
              0   0  1  -1  0  0  0 -1  0;...
              0   0  0   0  1 -1  0  0 -1])';
                   
 Name  = 'GP Example';  % File gpQG.m
 
 % Assign routine for defining a GP problem.
 Prob = gpAssign(nterm, coef, A, Name);
 
 % Calling driver routine tomRun to run the solver.
 % The 1 sets the print level after optimization.
 
 Result = tomRun('GP', Prob, 1);