Engineering Optimization: Theory and Practice, Fourth Edition

(Martin Jones) #1

496 Geometric Programming


Degree of Difficulty. The quantityN−n−1 is termed adegree of difficulty in
geometric programming. In the case of a constrained geometric programming problem,
Ndenotes the total number of terms in all the posynomials andnrepresents the number
of design variables. IfN−n− 1 =0, the problem is said to have a zero degree of
difficulty. In this case, the unknowns∗j( j= 1 , 2 ,... , N) can be determined uniquely
from the orthogonality and normality conditions. IfNis greater thann+1, we have
more number of variables(∗js han the equations, and the method of solution for)t
this case will be discussed in subsequent sections. It is to be noted that geometric
programming is not applicable to problems with negative degree of difficulty.

Sufficiency Condition. We can see that∗jare found by solving Eqs. (8.7) and (8.9),
which in turn are obtained by using the necessary conditions only. We can show that
these conditions are also sufficient.

Finding the Optimal Values of Design Variables. Since f∗ and ∗j (j=
1 , 2 ,... , N) are known, we can determine the optimal values of the design variables
from the relations

Uj∗=∗jf∗=cj

∏n

i= 1

(x∗i)aij, j= 1 , 2 ,... , N (8.14)

The simultaneous solution of these equations will yield the desired quantitiesxi∗(i=
1 , 2 ,... , n). It can be seen that Eqs. (8.14) are nonlinear in terms of the variables
x∗ 1 , x∗ 2 ,... , x∗n, and hence their simultaneous solution is not easy if we want to solve
them directly. To simplify the simultaneous solution of Eqs. (8.14), we rewrite them as
∗jf∗
cj

= (x 1 ∗)a^1 j(x∗ 2 )a^2 j·· ·(x∗n)anj, j= 1 , 2 ,... , N (8.15)

By taking logarithms on both the sides of Eqs. (8.15), we obtain

ln

∗jf∗
cj

=a 1 jlnx 1 ∗+a 2 jlnx 2 ∗+ · · · +anjlnx∗n,

j= 1 , 2 ,... , N (8.16)

By letting
wi= nl xi∗, i= 1 , 2 ,... , n (8.17)

Eqs. (8.16) can be written as

a 11 w 1 +a 21 w 2 + · · · +an 1 wn= nl

f∗∗ 1
c 1

a 12 w 1 +a 22 w 2 + · · · +an 2 wn= nl

f∗∗ 2
c 2
..
.

a 1 Nw 1 +a 2 Nw 2 + · · · +anNwn= nl

f∗∗N
cN

(8.18)
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