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Disciplined geometric programming

  • Akshay AgrawalEmail author
  • Steven Diamond
  • Stephen Boyd
Original Paper
  • 20 Downloads

Abstract

We introduce log-log convex programs, which are optimization problems with positive variables that become convex when the variables, objective functions, and constraint functions are replaced with their logs, which we refer to as a log-log transformation. This class of problems generalizes traditional geometric programming and generalized geometric programming, and it includes interesting problems involving nonnegative matrices. We give examples of log-log convex functions, some well-known and some less so, and we develop an analog of disciplined convex programming, which we call disciplined geometric programming. Disciplined geometric programming is a subclass of log-log convex programming generated by a composition rule and a set of functions with known curvature under the log-log transformation. Finally, we describe an implementation of disciplined geometric programming as a reduction in CVXPY 1.0.

Keywords

Geometric programming Convex optimization Domain-specific languages 

Notes

Funding

A. Agrawal was supported by an Electrical Engineering Departmental Stanford Fellowship while this research was conducted.

Compliance with ethical standards

Conflict of interest

The authors have no conflict of interest to disclose.

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of Electrical EngineeringStanford UniversityStanfordUSA
  2. 2.Department of Computer ScienceStanford UniversityStanfordUSA

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