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arXiv 1812.04074math.OCcs.MS
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离散几何规划

Disciplined Geometric Programming

Akshay Agrawal, Steven Diamond, Stephen Boyd

摘要:

我们介绍对数-对数凸规划,这是最优化问题的正变量,成为凸的变量,目标函数,约束函数被替换为他们的日志,我们称之为对数-对数变换。这类问题是传统几何规划和广义几何规划的推广,它包含了一些有趣的非负矩阵问题。我们给出了对数-对数凸函数的例子,有些是众所周知的,有些是不太知名的,我们开发了一个类似的纪律凸规划,我们称之为纪律几何规划。凸几何规划是对数-对数凸规划的一个子类,它是由一个复合规则和一组已知曲率的函数在对数-对数变换下生成的。最后,我们描述了纪律几何规划的实施,减少在CVXPY 1.0。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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