2007
DOI: 10.1007/s11081-007-9025-z
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Tractable approximate robust geometric programming

Abstract: The optimal solution of a geometric program (GP) can be sensitive to variations in the problem data. Robust geometric programming can systematically alleviate the sensitivity problem by explicitly incorporating a model of data uncertainty in a GP and optimizing for the worst-case scenario under this model. However, it is not known whether a general robust GP can be reformulated as a tractable optimization problem that interior-point or other algorithms can efficiently solve. In this paper we propose an approxi… Show more

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Cited by 41 publications
(17 citation statements)
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“…Reformulations of polynomial [34,57,73,93] and posynomial [75,95] programs also attracted considerable attention. Most work in geometric programming rests on a convex reformulation [40]; a symbolic method to model problems so that the corresponding mathematical program is convex is described in [30]. Reformulations are used within algorithms [65], specially in decomposition-based ones [7].…”
Section: Reformulationsmentioning
confidence: 99%
“…Reformulations of polynomial [34,57,73,93] and posynomial [75,95] programs also attracted considerable attention. Most work in geometric programming rests on a convex reformulation [40]; a symbolic method to model problems so that the corresponding mathematical program is convex is described in [30]. Reformulations are used within algorithms [65], specially in decomposition-based ones [7].…”
Section: Reformulationsmentioning
confidence: 99%
“…Using duality techniques from convex optimization, we reformulate these constraints in a tractably solvable fashion (see [7], [2] for details).…”
Section: Exploiting Modeling Error Statistics To Drive Optimizatimentioning
confidence: 99%
“…However, a tractable approximation method that yields a good compromise between solution accuracy and computational efficiency has been proposed. Refer to [20] for more details.…”
Section: B Robust Optimization With Ellipsoidal Uncertaintymentioning
confidence: 99%
“…We further use the concentric ellipsoids E γ (20) with various values of γ to capture different degrees of process variations. The tradeoff between the design cost and the yield bound is shown in Fig.…”
Section: ) Robust Optimization Of An Romentioning
confidence: 99%
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