Article ID: | iaor1997325 |
Country: | Netherlands |
Volume: | 68 |
Issue: | 3 |
Start Page Number: | 427 |
End Page Number: | 430 |
Publication Date: | Aug 1993 |
Journal: | European Journal of Operational Research |
Authors: | Rajgopal Jayant, Bricker Dennis L., Choi Jae Chul |
The dual of a geometric programming problem with negative degree of difficult is often infeasible. It has been suggested that such problems be solved by finding a dual ‘approximate’ solution which minimizes a measure of the infeasibility, e.g., the summed squares of the infeasibilities in the dual constraints. The authors point out the shortcomings in that approach, and suggest a simple technique to ensure dual feasibility, namely the addition of a constant term to the primal objective.