A Condensation Algorithm for a Class of Algebraic Programs

Published Online:https://doi.org/10.1287/opre.25.1.78

We present a class of algebraic programs, illustrated by examples in optimal location-allocation problems, discrete approximations, and multiplier methods. This class can be characterized by objective and constraint functions consisting of absolute values of rational functions of posynomials raised to positive powers. Next, we derive an algorithm consisting of monomial condensations and cutting planes, extending the Avriel-Williams complementary geometric programming method.

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