Geometric Programming Problem

using arithmetic-geometric (Cauchy) inequality method

Unconstrained GP Problem

Find X that minimize

f (X) = U
1
+ U
2
+ .+ U
N
=

=
N
j
j
X U
1
) (
[
= =
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\
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=
N
j
n
i
a
i j
ij
x c
1 1

=
=
N
j
a
n
a a
j
nj j j
x x x c
1
2 1
) ...... (
2 1
Unconstrained GPP using Cauchys inequality method
The arithmetic geometric inequality or Cauchys inequality is



with

Set

Using Cauchys inequality, objective function is




where U
i
= U
i
(X), i=1,2,.N and the weights A
1,
A
2,
A
N
.

Left hand =objective function f (X) = Primal function
Right hand = Predual function
N
N N N
u u u u u u
A A A
> A + + A + A ...... ......
2 1
2 1 2 2 1 1
1 .........
2 1
= A + + A + A
N
N .... 1,2, i , = A =
i i i
u U
N
N
N
N N
U U U
u u u
A A A
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A
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A
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\
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A
> A + + A + A ...... ......
2 1
2
2
1
1
2 2 1 1
Predual function




using know relation







N
iN i i
N
N
n
i
a
i N
n
i
a
i
n
i
a
i
N
N
x c x c x c
U U U
A
=
A
=
A
=
A A A
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A
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A
[ [ [
1
2
1
2
1
1
1
2
2
1
1
... ...
2
2
1
1
2 1

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=
A A A
[ [ [
N
iN i i
N
n
i
a
i
n
i
a
i
n
i
a
i
N
N
x x x
c c c
1 1 1
2
2
1
1
... ...
2
2
1
1
2 1
....N 1,2, j ,
1
= =
[
=
n
i
a
i j j
ij
x c U

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A
=

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A
=
A
=
A
A A A
N
j
j j
N
a
N
j
j j
a
N
j
j j
a N
N
N
N
x x x
c c c
1 1
2
1
1
2 1
.... ...
2 1
2
2
1
1
Unconstrained GPP using Cauchys inequality method
Select weight A
j
so as to satisfy
Normalization condition

Orthogonality condition





Cauchys inequality



Right side is called dual function, v(A
1
, A
2, .
A
N
)

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A
=

=
A
=
A
=
A
A A A
N
j
j j
N
a
N
j
j j
a
N
j
j j
a N
N
N
N
x x x
c c c
1 1
2
1
1
2 1
.... ...
2 1
2
2
1
1
. . . . . n 1, 2, i , 0
1
= =

=
A
N
j
j ij
a
1 .........
2 1
= A + + A + A
N
N N
N
N
N
N
c c c U U U
A A A A A A
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A
... ...
2 1 2 1
2
2
1
1
2
2
1
1
N
N
N
N
c c c
U U U
A A A
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A
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A
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\
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A
> + + + ... .......
2 1
2
2
1
1
2 1
Unconstrained GPP using Cauchys inequality method
N
N
N
c c c
A A A
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A
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A
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\
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A
= ...
2 1
2
2
1
1
Maximum of the dual function = minimum of the primal function
Minimizing the given original function (primal function) is equal to
maximization of the dual function subject to the orthogonally and
normality condition. It is a sufficient condition for f (X), the primal
function, to be a global minimum.

Unconstrained GPP using Cauchys inequality method
Unconstrained GPP using Cauchys inequality method