TITLE

The Origins of Geometric Programming

AUTHOR(S)
Peterson, Elmor L.
PUB. DATE
August 2001
SOURCE
Annals of Operations Research;2001, Vol. 105 Issue 1-4, p15
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
Profiles Clarence Zener and Richard J. Duffin, the persons who were responsible for the discovery of geometric programming. Construction of various engineering design problems of critical importance to Westinghouse Electric Corp. by Zener; Basis of Zener's discovery; Adaptation of Duffin which is based on his previously developed electrical network duality; Biographical and career information of the two scientists.
ACCESSION #
18654652

 

Related Articles

  • Geometric Programming (Book). Miller, David W. // Management Science;Apr1968, Vol. 14 Issue 8, pB-531 

    The article reviews the book "Geometric Programming," by Richard Duffin, Elmor L. Peterson and Clarence M. Zener.

  • Two Algorithms for the Multi-Weber Problem. Harris, Britton // Annals of Operations Research;Oct2003, Vol. 123 Issue 1-4, p37 

    This paper develops two methods for finding building-blocks for solving Rosing's multi-Weber problem as a set-covering problem in zero–one programming. The building blocks are those subsets of the universe of points to be partitioned that do not contain any non-members within their own...

  • SENSITIVITY ANALYSIS IN GEOMETRIC PROGRAMMING: THEORY AND COMPUTATIONS. Kyparisis, Jerzy // Annals of Operations Research;1990, Vol. 27 Issue 1-4, p39 

    This paper surveys the main developments in the area of sensitivity analysis for geometric programming problems, including both the theoretical and computational aspects. It presents results which characterize solution existence, continuity, and differentiability properties for primal and dual...

  • A Geometric Programming Framework for Univariate CubicL1 Smoothing Splines. Hao Cheng; Shu-Cherng Fang; Lavery, John // Annals of Operations Research;Jan2005, Vol. 133 Issue 1-4, p229 

    Univariate cubicL1 smoothing splines are capable of providing shape-preservingC1-smooth approximation of multi-scale data. The minimization principle for univariate cubicL1 smoothing splines results in a nondifferentiable convex optimization problem that, for theoretical treatment and algorithm...

  • Optimization and insight by geometric programming. Duffin, R. J.; Peterson, E. L. // Journal of Applied Physics;9/15/1986, Vol. 60 Issue 6, p1860 

    Discusses the main ideas of geometric programming via elementary examples drawn from engineering design, operations research, chemical equilibrium, entropy maximization and statistical inference. Computational approach; General theory of geometric programming.

  • On Sensitivity Analysis in Geometric Programming. Dinkel, John J.; Kochenberger, Gary A. // Operations Research;Jan/Feb77, Vol. 25 Issue 1, p155 

    This note develops efficient sensitivity procedures for posynomial geometric programs. These procedures provide ranging information for the primal coefficients, means for dealing with problems with loose primal constraints, and an incremental procedure for improving the estimated solutions....

  • AUTHOR INDEX OF VOLUME 16.  // Mathematics of Operations Research;Nov91, Vol. 16 Issue 4, p890 

    The article presents a list of authors whose studies were referred in the making of the volume 16 of November 1991 issue of "Mathematics of Operations Research" journal. The referred authors and their papers are "A Comparative Study of Multifunction Differentiability with Applications in...

  • Univariate cubic L[sub 1] splines – A geometric programming approach. Cheng, Hao; Fang, Shu-Cherng; Lavery, John E. // Mathematical Methods of Operations Research;2002, Vol. 56 Issue 2, p197 

    Univariate cubic L[sub 1] splines provide C[sup 1] -smooth, shape-preserving interpolation of arbitrary data, including data with abrupt changes in spacing and magnitude. The minimization principle for univariate cubic L[sub 1] splines results in a nondifferentiable convex optimization problem....

  • Efficient frontier of utility and CVaR. Zheng, Harry // Mathematical Methods of Operations Research;Aug2009, Vol. 70 Issue 1, p129 

    We study the efficient frontier problem of maximizing the expected utility of terminal wealth and minimizing the conditional VaR of the utility loss. We establish the existence of the optimal solution with the convex duality analysis. We find the optimal value of the constrained problem with the...

Share

Read the Article

Courtesy of THE LIBRARY OF VIRGINIA

Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics