1

CE 235 OPTIMIZATION METHODS

SEMINAR PRESENTATION ON
GEOMETRIC PROGRAMMING

INSTRUCTOR- PROF ANANTH RAMASWAMY

PREPARED BY- SOUMEN KUMAR MONDAL
SR NO- 05-05-00-10-42-18-1-15725
DEPT OF CIVIL ENGG, INDIAN INSTITUTE OF SCIENCE
TABLE OF CONTENTS 2

 1. INTRODUCTION
 2. UNCONSTRAINED OPTIMIZATION PROBLEM
 3. THE OPEN CARGO SHIPPING BOX PROBLEM
 4. THE OPEN CARGO SHIPPING BOX WITH SKIDS PROBLEM
 5. CONSTRAINED OPTIMIZATION PROBLEM
 6. CANTILEVER BEAM PROBLEM
 7. CONCLUSIONS AND REMARKS
 8. LIST OF REFERENCES
 1. INTRODUCTION 3

 WHAT IS GEOMETRIC PROGRAMMING (GP)?

 Geometric programming is a relatively new method of solving a class of nonlinear
programming problems. It was developed by Zener in 1961. It is used to minimize
functions that are in the form of posynomials subject to constraints of the same type.
 It is called geometric programming because it is based upon the arithmetic-geometric
inequality where the arithmetic mean is always greater than or equal to the geometric
mean.
1/𝑛
σ 𝑛 ς𝑛
 𝑖=1 𝑥𝑖 /𝑛 ≥ 𝑖=1 𝑥𝑖 ; xi >0
 This inequality can be proved easily by the theory of mathematical induction.
 The techniques of geometric programming has many similarities with linear
programming but it has not received adequate attention due to its complicated
mathematical formulation which makes it difficult to solve.
 1. INTRODUCTION 4

 WHY IS GEOMETRIC PROGRAMMING SPECIAL?

 It differs from the other optimization techniques in the way that it emphasis on the relative
magnitudes of the terms of the objective function rather than the absolute function value and/or
variables.
 Instead of finding the optimal values of the design variables first, geometric programming first finds
the optimal value of the objective function.
 Although its technique is similar to linear programming it is commonly used for non linear objective
function and the non linear constraints if they are in the form of posynomials.
 it often reduces a complicated optimization problem to one involving a set of simultaneous linear
algebraic equations which is easy to solve.
 WHEN SHOULD GEOMETRIC PROGRAMMING BE AVOIDED?
 If the objective function and the constraints are not in the form of posynomials then they can be
replaced by a set of empirically fitted posynomials but that would make the problem even more
complicated.
 When the degree of difficulty becomes negative or highly positive then this method is not
recommended.
 1. INTRODUCTION 5
 MONONOMIAL , POLYNOMIAL , POSYNOMIAL & SIGNOMIAL
 Mononomial comes from ’mono’ (meaning “single") and ’nomial’ (in this case meaning "term") so it
says “single term“. A monomial is a real number, a variable(s) or a product of a real number and/or
a variable(s) where all exponent of the variable(s) are positive integer number. It is defined as:
 E1.1 𝑓 𝑥 = ς𝑛𝑖=1 𝑐 × 𝑥𝑖 𝑎𝑖
 Where c is real number, ai are positive integer and xi are real variables.
 Polynomial comes from ’poly’ (meaning “many") and ’nomial’ (in this case meaning "term") so it says
“many term“. A polynomial is constructed by adding several mononomial. It is defined as:
 E1.2 𝑝 𝑥 = σ𝑁 𝑓
𝑗=1 𝑗 (𝑥) 𝑤ℎ𝑒𝑟𝑒 𝑓𝑗 (𝑥) = ς 𝑛
𝑐
𝑖=1 𝑗 × 𝑥𝑖
𝑎𝑖𝑗

 Where cj are real number, aij are positive integer and xi are real variables.
 Posynomial comes from ’positive’ plus ‘polynomial’. The structure of posynomial is same as
polynomial but the difference is as follows:
 Equation E1.2 is applicable but now cj are positive real number, aij are real number and xi are positive real
variables.
 Signomial comes from ’sign’ plus ‘polynomial’. The structure of signomial is same as posynomial but
now cj can be negative real number.
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 6
 STATEMENT OF AN UNCONSTRAINED GP PROBLEM
 Consider an unconstrained optimization problem : Find X=(x1,x2,…….,xn)T that minimizes the
objective function E2.1 𝑓 𝑋 = σ𝑁 𝑁 𝑛
𝑗=1 𝑈𝑗 𝑋 = σ𝑗=1 ς𝑖=1 𝑐𝑗 × 𝑥𝑖
𝑎𝑖𝑗

Where 𝑈𝑗 𝑋 = ς𝑛𝑖=1 𝑐𝑗 × 𝑥𝑖 𝑎𝑖𝑗 and f(X) is a posynomial.

 The solution of this problem can be obtained by various procedures. In the following
sections, two approaches—one based on the differential calculus and the other based on
the concept of geometric inequality are presented for the solution of the problem stated
in equation E1.
 SOLUTION OF AN UNCONSTRAINED GP PROBLEM USING DIFFERENTIAL CALCULUS
 According to the differential calculus methods the KKT necessary conditions for the
minimum of f are given by:
𝑁 𝜕𝑈𝑗 𝑁
𝜕𝑓
 E2.2 𝜕𝑥𝑘
=෍ =෍ 𝑐𝑗 × 𝑥1 𝑎1𝑗 × ⋯ × 𝑥𝑘−1 𝑎 𝑘−1 𝑗 × 𝑎𝑘𝑗 × 𝑥𝑘 𝑎𝑘𝑗 −1 × 𝑥 𝑘+1
𝑎 𝑘+1 𝑗
× ⋯ × 𝑥𝑛 𝑎𝑛𝑗 = 0
𝐽=1 𝜕𝑥𝑘 𝐽=1

 where k=1,2,3,….,n so we will get n number of equation where n is the number of design
variables.
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 7
 SOLUTION OF AN UNCONSTRAINED GP PROBLEM USING DIFFERENTIAL CALCULUS
 Multiplying E2.2 by xk we obtain,
𝑁 𝑁
𝜕𝑓
 E2.3 𝑥𝑘 𝜕𝑥 =෍ 𝑐𝑗 × 𝑥1 𝑎1𝑗
× ⋯ × 𝑥𝑘−1 𝑎 𝑘−1 𝑗
× 𝑎𝑘𝑗 × 𝑥𝑘 𝑎𝑘𝑗
×𝑥 𝑘+1
𝑎 𝑘+1 𝑗
× ⋯ × 𝑥𝑛 𝑎𝑛𝑗
=෍ 𝑎𝑘𝑗 𝑈𝑗 (𝑋) = 0
𝑘 𝐽=1 𝐽=1

Where k=1,2,3,…,n , To find the minimizing vector X*=(X1*,X2*,X3*,……,Xn*)T we have to solve the n
equation given by E2.3 simultaneously. The sufficiency condition (that f will be minimum at X*) is that
the Hessian matrix of f at X*must be positive definite.
𝑁
 Since the vector X* satisfies E2.3 so we can write ෍ 𝑎𝑘𝑗 𝑈𝑗 (𝑋 ∗ ) = 0 Where k=1,2,3,…,n
𝐽=1

Divide this equation by the optimal value of f(X) i.e. f(X*)=f* we obtain,
𝑁 ∗
𝑎𝑘𝑗 𝑈𝑗 ∗ 𝑈𝑗
 E2.4 ෍ ∗ 𝑈𝑗 (𝑋 ∗ ) = 0 Now defining ∆𝑗 = we can also write ∆𝑗 = 𝑓∗ so substituting in E2.4,
𝐽=1 𝑓 𝑓

𝑁
 E2.5 ෍ 𝑎𝑘𝑗 × ∆∗𝑗 = 0 Where k=1,2,3,…,n
𝐽=1

 E2.5 is called the “ORTHOGONALITY CONDITION” , so we will have n such orthogonality conditions.
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 8
 SOLUTION OF AN UNCONSTRAINED GP PROBLEM USING DIFFERENTIAL CALCULUS
 ∆𝑗∗ denote the relative contribution of j-th term to the optimal objective function and we have
𝑁
𝑈1∗ + 𝑈2∗+ ………+𝑈𝑁∗ 𝑈∗
 E2.6 ෍ ∆𝑗∗ = ∆1∗ + ∆∗2 + ………+ ∗
∆𝑁 = = =1
𝐽=1 𝑓∗ 𝑓∗

 E2.6 is called the “NORMALITY CONDITION”

Now we have n orthogonality condition and 1 normality condition so we have total (n+1) linear
simultaneous equations available in terms of N unknown ∆𝑗∗ so if n+1=N then we will get the unique
solution of ∆𝑗∗ and later we can use this to obtain f*
∗
𝑁 ∗ ∗ ∗ ∗ 𝑈1∗ ∆∗ 𝑈2∗ ∆∗ 𝑈𝑁 ∗
 E2.7 𝑓∗ = (𝑓 ∗ )1 = (𝑓 ∗ )σ𝑗=1 ∆𝑗 = (𝑓 ∗ )∆1 × (𝑓 ∗ )∆2 × ⋯× (𝑓 ∗ )∆𝑁 = ( ∆∗ ) × ( ∆∗ ) × ⋯ × ( ∆∗ )∆𝑁
1 2
1 2 𝑁
∗
∗ 𝑈𝑗
since ∆𝑗 = 𝑓∗ (j=1 to N). Now recall E2.1 𝑈𝑗 𝑋 = ς𝑛𝑖=1 𝑐𝑗 × 𝑥𝑖 𝑎𝑖𝑗 and substitute X=X* and fit it into E2.7
𝑐𝑗 ∆∗ ∆∗𝑗 𝑐𝑗 ∆ ∗ σ𝑁 𝑎𝑖𝑗 ×∆∗𝑗 𝑐𝑗 ∆∗
 𝑓∗ = ς𝑁
𝑗=1 (∆∗ ) 𝑗 × ς𝑁
𝑗=1
𝑛 ∗
ς𝑖=1(𝑥𝑖 )𝑎 𝑖𝑗 = 𝑁
ς𝑗=1( ∗ ) 𝑗 × 𝑛 ∗
ς𝑖=1(𝑥𝑖 ) 𝑗=1 = 𝑁
ς𝑗=1( ∗ ) 𝑗 × ς𝑛𝑖=1(𝑥𝑖∗ )0
𝑗 ∆ 𝑗 ∆ 𝑗

𝑐𝑗 ∆∗
Since from E2.5 σ𝑁
𝑗=1 𝑎𝑖𝑗 × ∆∗𝑗 = 0 (i=1,2,…,n) so we get E2.8 𝑓∗ = 𝑁
ς𝑗=1( ∗ ) 𝑗
∆ 𝑗
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 9
 SOLUTION OF AN UNCONSTRAINED GP PROBLEM USING DIFFERENTIAL CALCULUS
 so ultimately we get from the previous equation
𝑐𝑗 ∆∗
 E2.8 𝑓∗ = 𝑁
ς𝑗=1( ∗ ) 𝑗
∆ 𝑗

From E2.8 we can clearly see that the optimal value of the objective function 𝑓 ∗ solely depends on the
optimal value of the relative contribution of each term in the objective function ∆𝑗∗ which are to be
determined from the orthogonality and the normality condition.
But one important remark should be noted that while solving for ∆𝑗∗ we must the condition n+1=N otherwise
unique solution can not be obtained
 WHAT IS DEGREE OF DIFFICULTY?
 The quantity D=N−(n+1) is termed as degree of difficulty in geometric programming. In the case of an
unconstrained GP problem, N denotes the total number of terms in the objective posynomial function and
n represents the number of design variables.
 If D=0, (column rank=row rank) the unknowns ∆𝑗∗ (j=1 to N) can be determined uniquely from the
orthogonality and normality conditions. So this case is called “ZERO DEGREE OF DIFFICULTY” problem.
 If D>0, (full row rank) then it is called “POSITIVE DEGREE OF DIFFICULTY” problem and the method of
solution for this case will be discussed in subsequent slides.
 If D<0, (full column rank) then it is called “NEGATIVE DEGREE OF DIFFICULTY” problem and the method of
solution for this case will be tedious thus will be skipped.
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 10
 HOW TO FIND THE OPTIMAL VALUES OF DESIGN VARIABLES?
∗
∗ 𝑈𝑗
 Since the value of ∆𝑗∗ (j=1,2,…..,N) and 𝑓∗ are known to us so we can use the relationship ∆𝑗 = 𝑓∗ to
find out the values of 𝑈𝑗∗ .
We have 𝑈𝑗 𝑋 = ς𝑛𝑖=1 𝑐𝑗 × 𝑥𝑖 𝑎𝑖𝑗 and @X=X* we get 𝑈𝑗 𝑋 ∗ = ς𝑛𝑖=1 𝑐𝑗 (𝑥𝑖∗ )𝑎𝑖𝑗 ; Taking the natural log
𝑈𝑗∗
ln 𝑐 = σ𝑛𝑖=1 𝑎𝑖𝑗 × ln 𝑥𝑖∗ where j=1,2,3,……,N now substitute 𝑈𝑗∗ = ∆𝑗∗ × 𝑓 ∗ and let 𝑤𝑖 = ln 𝑥𝑖∗ we get-
𝑗

∆∗𝑗 ×𝑓∗
 E2.9 ln = σ𝑛𝑖=1 𝑎𝑖𝑗 × 𝑤𝑖 j=1,2,3,……,N
𝑐𝑗

E2.9 is the systems of linear simultaneous algebraic equation which has N equations and n unknowns
but not all the N equations are linearly independent. If D=0 then there will be exactly (N-1) linearly
independent equations and in that case we will get the unique solution of wi if we choose any (N-
1)linearly independent equations.
 To get the xi* we calculate 𝑥𝑖∗ = 𝑒 𝑤𝑖 where i=1,2,3,……,n
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 11
 SOLUTION OF AN UNCONSTRAINED GP PROBLEM USING ARITHMETIC–GEOMETRIC INEQUALITY
 The arithmetic weighted mean–geometric mean inequality (also known as the Jensen’s inequality) is
given by
 E2.10 𝑢1 × ∆1 + 𝑢2 × ∆2 + ⋯ + 𝑢𝑁 × ∆𝑁 ≥ (𝑢1 )∆1 × (𝑢2 )∆2 × ⋯ × (𝑢𝑁 )∆𝑁 with σ𝑁
𝑗=1 ∆𝑗 = 1

 This inequality is found to be very useful in solving geometric programming problems.

 We recall from E2.1 𝑓 𝑋 = σ𝑁 𝑁 𝑛
𝑗=1 𝑈𝑗 𝑋 = σ𝑗=1 ς𝑖=1 𝑐𝑗 × 𝑥𝑖
𝑎𝑖𝑗

 Now let 𝑈𝑗 𝑋 = 𝑢𝑗 × ∆𝑗 (j=1,2,…..,N)

𝑈1 ∆1 𝑈2 ∆2 𝑈 𝑁 ∆𝑁
 E2.11 𝑈1 + 𝑈2 + ⋯ + 𝑈𝑁 ≥ × × ⋯×
∆1 ∆2 ∆𝑁

 ∆𝑗 (j=1,2,3,…,N) are called “WEIGHTS”.

 The Left Hand Side of E2.11 is nothing but the original objective function f(X) and it is called the
“PRIMAL” function.
 The Right Hand Side of E2.11 is called the “PREDUAL” function.
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 12
 CONSTRUCTION OF THE DUAL FUNCTION FROM THE PREDUAL FUNCTION
 We already know the relation 𝑈𝑗 𝑋 = ς𝑛𝑖=1 𝑐𝑗 × 𝑥𝑖 𝑎𝑖𝑗 j=1,2,3,…..N
∆1 ∆2 ∆𝑁
𝑈1 ∆1 𝑈2 ∆2 𝑈 𝑁 ∆𝑁 𝑐1 ×ς𝑛
𝑖=1 𝑥𝑖
𝑎𝑖1
𝑐2 ×ς𝑛
𝑖=1 𝑥𝑖
𝑎𝑖2
𝑐𝑁 ×ς𝑛
𝑖=1 𝑥𝑖
𝑎𝑖𝑁
So we get × × ⋯× = × × ⋯×
∆1 ∆2 ∆𝑁 ∆1 ∆2 ∆𝑁

Simplifying the above expression we get,

𝑈1 ∆1 𝑈2 ∆2 𝑈𝑁 ∆𝑁 𝑐1 ∆1 𝑐2 ∆2 𝑐𝑁 ∆𝑁 σ𝑁
𝑗=1 𝑎𝑖𝑗 ×∆𝑗
∆1
× ∆2
× ⋯× ∆𝑁
= ∆1
× ∆2
× ⋯× ∆𝑁
× ς𝑛𝑖=1 𝑥𝑖

If we select the weights in such a way that they satisfy the normality and the orthogonality condition
i.e. σ𝑁
𝑗=1 ∆𝑗 = 1 and σ𝑗=1 𝑎𝑖𝑗 × ∆𝑗 = 0
𝑁
for i=1,2,3,……,n then the above expression reduces to
𝑈1 ∆1 𝑈2 ∆2 𝑈𝑁 ∆𝑁 𝑐1 ∆1 𝑐2 ∆2 𝑐𝑁 ∆𝑁
 E2.12 × × ⋯× = × × ⋯×
∆1 ∆2 ∆𝑁 ∆1 ∆2 ∆𝑁

 The LHS of E2.12 is the “PREDUAL” function and the RHS of E2.12 is called the “DUAL” function of the
original objective function.
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 13
 THE PRIMAL DUAL RELATIONSHIP
 From E2.11 and E2.12 we can write the primal dual relation as
𝑐1 ∆1 𝑐2 ∆2 𝑐𝑁 ∆𝑁
 E2.13 𝑈1 + 𝑈2 + ⋯ + 𝑈𝑁 ≥ × × ⋯×
∆1 ∆2 ∆𝑁

 In this inequality, the right side is called the dual function, v. The inequality E2.13 can be written
simply as f ≥ v
 𝑃𝑟𝑖𝑚𝑎𝑙 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 ≥ 𝐷𝑢𝑎𝑙 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛
 This inequality is obtained by making use of the weighted Geometric inequality. That’s why this
method is called “Geometric Programming”
 A basic result is that the maximum of the dual function equals the minimum of the primal function.
Proof of this theorem is given in the next slide. The theorem enables us to accomplish the
optimization by minimizing the primal or by maximizing the dual, whichever is easier. Also, the
maximization of the dual function subject to the orthogonality and normality conditions is a sufficient
condition for f , the primal function, to be a global minimum.
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 14
 PRIMAL–DUAL RELATIONSHIP AND SUFFICIENCY CONDITIONS IN THE UNCONSTRAINED CASE
 If f* indicates the minimum of the primal function and v* denotes the maximum of the dual function,
E2.13 states that 𝑓 ∗ ≥ 𝑣 ∗
 we prove that 𝑓 ∗ = 𝑣 ∗ and also that f* corresponds to the global minimum of f (X)
Let’s denote 𝑥0 = 𝑓(𝑋) and making the exponential transformation, 𝑤𝑖 = ln 𝑥𝑖 where i=0,1,2,…..,n
𝑎𝑖𝑗
𝑈𝑗 𝑈𝑗 ς𝑛
𝑖=1 𝑐𝑗 ×𝑥𝑖
We have ∆𝑗 = =𝑥 = where j=1,2,…,N Taking the natural log on both sides we get
𝑓 0 𝑥0
∆𝑗
 E2.14 ln 𝑐 = σ𝑛𝑖=1 𝑎𝑖𝑗 × 𝑤𝑖 − 𝑤0 where j=1,2,…,N
𝑗

 Now the objective function can be written as

 E2.15 𝑥0 = 𝑓 𝑋 = 𝑒 𝑤0 = σ𝑁 𝑈
𝑗=1 𝑗 𝑋 = σ 𝑁
𝑗=1 ς𝑛
𝑐
𝑖=1 𝑗 × 𝑥𝑖
𝑎𝑖𝑗

σ𝑛
= σ𝑁
𝑗=1 ς𝑛𝑖=1 𝑐𝑗 ×𝑒 𝑤𝑖 ×𝑎𝑖𝑗
= σ𝑁
𝑗=1 𝑐𝑗 × 𝑒 𝑖=1 𝑤𝑖 ×𝑎𝑖𝑗
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 15
 PRIMAL–DUAL RELATIONSHIP AND SUFFICIENCY CONDITIONS IN THE UNCONSTRAINED CASE
 Since the exponential function is convex with respect to wi ,the objective function x0, which is a
positive combination of exponential functions, is also convex . Hence there is only one stationary
point for x0 and it must be the global minimum.
 Now if we construct the Lagrangian of E2.15 subject to the constraint E2.14 along with the normality
constraint then we can show that the Lagrangian of E2.15 can be considered as the Lagrangian
function corresponding to a new optimization problem whose objective function is given by:
∆𝑗
𝑗=1 ln( 𝑐 ) × ∆𝑗 and the constraints σ𝑗=1 ∆𝑗 = 1 and σ𝑗=1 𝑎𝑖𝑗 × ∆𝑗 = 1 where i=1,2,…,n
𝑣 = − σ𝑁 𝑁 𝑁

𝑗

 This problem will be the dual for the original problem. It can be proved that the logarithmic term in v
is a convex function. Since the function v is given by the negative of a sum of convex functions, it
will be a concave function. Hence the function v will have a unique stationary point that will be its
global maximum point. Hence the minimum of the original primal function is same as the maximum
of the dual function.
 At the optimum ,By taking the exponentials and using the transformation we get
∆∗𝑗
∆∗𝑗 𝑐𝑗
 𝑣 ∗ = − σ𝑁 ∗
𝑗=1 ln( 𝑐 ) × ∆𝑗 and 𝑓 ∗ = + ς𝑁
𝑗=1
𝑗 ∆∗𝑗
 2. UNCONSTRAINED OPTIMIZATION PROBLEM 16
 PRIMAL AND DUAL PROBLEMS.
 We saw that geometric programming treats the problem of minimizing posynomials and
maximizing product functions. The minimization problems are called primal programs and the
maximization problems are called dual programs.
 COMPUTATIONAL PROCEDURE.
 To solve a given unconstrained minimization problem, we construct the dual function v and
maximize either v or ln(v), whichever is convenient, subject to the orthogonality and normality
constraints.
 If the degree of difficulty of the problem is zero, there will be a unique solution.
 For problems with degree of difficulty greater than zero, there will be more variables j (j = 1, 2, . . .
,N) than the number of equations (n + 1). Sometimes it will be possible for us to express any (n + 1)
number of j ’s in terms of the remaining (N − n − 1) number of j ’s. In such cases, our problem will be
to maximize v or ln(v) with respect to the (N − n − 1) independent j ’s.
 3. THE OPEN CARGO SHIPPING BOX PROBLEM 17
 PROBLEM STATEMENT
 This is a classic geometric programming unconstrained optimization problem. The problem is:
“Suppose that 400 cubic meter of gravel must be ferried across a river. The gravel is to be shipped
in an open cargo box of length x1, width x2 and height x3. The sides and ends of the box cost Rs. 500
and Rs 600 per square meter and the bottom of the box cost Rs. 1200 per square meter. The cargo
box will have no salvage value and each round trip of the box on the ferry will cost Rs. 10.
 a)What is the minimum total cost of transporting the 400 cubic meter of gravel?
 b)What are the dimensions of the cargo box?
 c)What is the number of ferry trips to transport the 400 cubic meter of gravel?”
 3. THE OPEN CARGO SHIPPING BOX PROBLEM 18
 PROBLEM FORMULATION
 The first issue is to determine the various cost components to make the objective function
 The ferry transportation cost can be determined by:
𝟒𝟎𝟎×𝟏𝟎
 𝑼𝟏 = 𝑹𝒔.
𝒙𝟏 ×𝒙𝟐 ×𝒙𝟑

 The cost for the ends of the box (2 ends) is determined by:
 𝑼𝟐 = 𝑹𝒔. 𝟔𝟎𝟎 × 𝟐 × 𝒙𝟐 × 𝒙𝟑
 The cost for the sides of the box (2 sides) is determined by:
 𝑼𝟑 = 𝑹𝒔. 𝟓𝟎𝟎 × 𝟐 × 𝒙𝟏 × 𝒙𝟑
 The cost for the bottom of the box is determined by:
 𝑼𝟒 = 𝑹𝒔. 𝟏𝟐𝟎𝟎 × 𝒙𝟏 × 𝒙𝟐
 The objective function (f) is the sum of the four components and is:
𝟒𝟎𝟎𝟎
 𝑀𝑖𝑛𝑖𝑚𝑖𝑧𝑒 𝑓 = 𝑼𝟏 + 𝑼𝟐 + 𝑼𝟑 + 𝑼𝟒 = 𝒙 + 𝟏𝟐𝟎𝟎 × 𝒙𝟐 × 𝒙𝟑 + 𝟏𝟎𝟎𝟎 × 𝒙𝟏 × 𝒙𝟑 + 𝟏𝟐𝟎𝟎 × 𝒙𝟏 × 𝒙𝟐
𝟏 ×𝒙𝟐 ×𝒙𝟑
 3. THE OPEN CARGO SHIPPING BOX PROBLEM 19
 SOLUTION PROCEDURE
 Step-1 : Calculate degree of difficulty
 N=number of terms in the cost function=4 ; n=number of design variables=3
 Degree of difficulty, D=N-(n+1)=0 so Unique solution of ∆ can be obtained
 Step-2 : Calculate ∆* using orthogonality and normality relation
𝑁 𝑁
 ෍ 𝑎𝑘𝑗 × ∆∗𝑗 = 0 Where k=1,2,3,…,n ; ෍ ∆𝑗∗ = 1
𝐽=1 𝐽=1
𝟒𝟎𝟎𝟎
 𝑓 = 𝑼𝟏 + 𝑼𝟐 + 𝑼𝟑 + 𝑼𝟒 = + 𝟏𝟐𝟎𝟎 × 𝒙𝟐 × 𝒙𝟑 + 𝟏𝟎𝟎𝟎 × 𝒙𝟏 × 𝒙𝟑 + 𝟏𝟐𝟎𝟎 × 𝒙𝟏 × 𝒙𝟐
𝒙𝟏 ×𝒙𝟐 ×𝒙𝟑

 Write it in a matrix form like-

−1 0 1 1 ∆1∗ 0 ∆1∗ 0.4
−1 1 0 1 ∆∗2 0 ∆∗2 0.2
 = 𝑎𝑓𝑡𝑒𝑟 𝑠𝑜𝑙𝑣𝑖𝑛𝑔 𝑤𝑒 𝑔𝑒𝑡 =
−1 1 1 0 ∆∗3 0 ∆∗3 0.2
1 1 1 1 ∆∗4 1 ∆∗4 0.2
 3. THE OPEN CARGO SHIPPING BOX PROBLEM 20
 SOLUTION PROCEDURE
 Step-3 : Calculate the optimal value of the objective function
𝟒𝟎𝟎𝟎
 𝑓 = 𝑼𝟏 + 𝑼𝟐 + 𝑼𝟑 + 𝑼𝟒 = + 𝟏𝟐𝟎𝟎 × 𝒙𝟐 × 𝒙𝟑 + 𝟏𝟎𝟎𝟎 × 𝒙𝟏 × 𝒙𝟑 + 𝟏𝟐𝟎𝟎 × 𝒙𝟏 × 𝒙𝟐
𝒙𝟏 ×𝒙𝟐 ×𝒙𝟑

𝑗 ∆𝑗 𝑐 ∗
 E2.8 𝑓 = ς𝑁
∗
𝑗=1( ∗ ) ∆𝑗

𝑐 ∗ 𝑐 ∗ 𝑐 ∗ 𝑐 ∗
 With known ∆𝑗∗ we calculate 𝑓 ∗ = ( 1∗ )∆1 +( 2∗ )∆2 +( 3∗ )∆3 +( 4∗ )∆4
∆1 ∆2 ∆3 ∆4

4000 0.4 1200 0.4 1000 0.2 1200 0.2

 𝑓∗ = + + + = 𝑅𝑠 56.69
0.4 0.2 0.2 0.2

 Step-4 : Calculate the optimal value of the design variables

∆∗𝑗 ×𝑓∗
 E2.9 ln = σ𝑛𝑖=1 𝑎𝑖𝑗 × 𝑤𝑖 j=1,2,3,……,N
𝑐𝑗

 𝑥𝑖∗ = 𝑒 𝑤𝑖 where i=1,2,3,……,n

 4.THE OPEN CARGO SHIPPING BOX WITH SKIDS PROBLEM 21
 PROBLEM STATEMENT AND FORMULATION
 The open cargo shipping box was presented in previous slides and is the classical problem in
geometric programming. It had zero degrees of difficulty and was solved relatively easily. The open
cargo shipping box problem is adjusted to add skid rails at Rs 500/unit length and if two rails are
used, the additional cost would be Rs1000/box length. This becomes a problem with one degree of
difficulty and the solution is more difficult.
𝟒𝟎𝟎𝟎
 𝑓 = 𝑼𝟏 + 𝑼𝟐 + 𝑼𝟑 + 𝑼𝟒 + 𝑼𝟓 = 𝒙 + 𝟏𝟐𝟎𝟎 × 𝒙𝟐 × 𝒙𝟑 + 𝟏𝟎𝟎𝟎 × 𝒙𝟏 × 𝒙𝟑 + 𝟏𝟐𝟎𝟎 × 𝒙𝟏 × 𝒙𝟐 + 𝟏𝟎𝟎𝟎 × 𝒙𝟏
𝟏 ×𝒙𝟐 ×𝒙𝟑

 Express ∆𝑗∗ (j=1,2,3,4) in terms of ∆∗5 using orthogonality and normality condition
𝑐𝑗 ∆∗
 Express 𝑓∗ = 𝑁
ς𝑗=1( ∗ ) 𝑗 in terms of ∆∗5 only and then use the KKT necessary condition to obtain ∆∗5
∆ 𝑗

 Then calculate 𝑓 ∗ and 𝑥𝑖∗ (i=1,2,3)

 5. CONSTRAINED OPTIMIZATION PROBLEM 22
 STATEMENT OF THE CONSTRAINED GP PROBLEM
 Most engineering optimization problems are subject to constraints. If the objective function and all
the constraints are expressible in the form of posynomials, geometric programming can be used
most conveniently to solve the optimization problem.
 Find X=(x1,x2,…….,xn)T that minimizes the objective function
𝑁0
 E3.1 𝑓 𝑋 = σ𝑗=1 ς𝑛𝑖=1 𝑐0𝑗 × 𝑥𝑖 𝑎0𝑖𝑗 subject to the constraints,
𝑁𝑘
 E3.2 𝑔𝑘 𝑋 = σ𝑗=1 ς𝑛𝑖=1 𝑐𝑘𝑗 × 𝑥𝑖 𝑎𝑘𝑖𝑗 ≤ 1 k=1,2,3,……,m

 Note that both f and g have to be posynomial.

 DEGREE OF DIFFICULTY OF THE PROBLEM
 Total number of posynomial terms in the problem, 𝑁 = σ𝑚
𝑘=0 𝑁𝑘

 Degree of difficulty, D=N-(n+1)

 Where n is the number of design variables
 5. CONSTRAINED OPTIMIZATION PROBLEM 23
 PRIMAL AND DUAL RELATIONSHIP
 This problem in E3.1 and E3.2 is called the primal problem and can be replaced by an equivalent
problem (known as the dual problem) with linear constraints, which is often easier to solve. The dual
problem involves the maximization of the dual function, v(λ), given by
𝜆𝑘𝑗
𝑁𝑘 𝑐𝑘𝑗 𝑁𝑘
 E3.3 𝑣 𝜆 = ς𝑚
𝑘=0 𝑗=1 𝜆 σ𝑙=1 𝜆𝑘𝑙
ς subject to the normality and orthogonality condition
𝑘𝑗

𝑁𝑘
 E3.4 σ𝑁0
𝑗=1 𝜆0𝑗 = 1 𝑎𝑛𝑑 σ𝑚
𝑘=0 σ𝑗=1 𝑎𝑘𝑖𝑗 𝜆𝑘𝑗 = 0 𝑤ℎ𝑒𝑟𝑒 𝑖 = 1,2, … , 𝑛
𝜆𝑘𝑗
 E3.5 Δ𝑘𝑗 = 𝑁 𝑘 𝜆
𝑤ℎ𝑒𝑟𝑒 𝑗 = 1,2, … , 𝑁𝑘 𝑎𝑛𝑑 𝑘 = 1,2, … , 𝑚 and Δ0𝑗 = 𝜆0𝑗 𝑤ℎ𝑒𝑟𝑒 𝑗 = 1,2, … , 𝑁0
σ𝑙=1 𝑘𝑙

 If D=0 then we can obtain the unique solution

 If D>0 then we can express some of the λ in terms of other and can get the solution
 If D<0 then we can not apply this approach as the dual constraints will become inconsistent.
 6.CANTILEVER BEAM PROBLEM 24
 PROBLEM STATEMENT AND FORMULATION
 A cantilever beam of length l width x1 and depth x2 is
Carrying a point load at its free end.
 The width and depth of the beam are considered as
design variables. The objective function (weight) is given by
Minimize f (X) = ρlx1x2
 where ρ is the weight density and l is the length of the
beam.
 The maximum stress induced at the fixed end is given by
6×𝑃×𝑙
 𝜎𝑦 = 𝑥1 ×𝑥22
6×𝑃×𝑙
 So the constraint becomes 𝑥 2 ≤1
1 ×𝑥2 ×𝜎𝑦
 7. CONCLUSIONS AND REMARKS 25
 1. Geometric Programming method is the most powerful method for solving non-linear
unconstrained optimization problem with positive degree of difficulty.
 2. If the natural problem formulation comes out to be in the form of posynomial then this
method will be helpful but for many cases the formulation will not be in the form of
posynomial so in that case we can transform them with new variables.
 3. Geometric Programming formulation is not recommended for negative degree of
difficulty problem because we will not be able to find out the unknowns as the constraints
will become inconsistent.
 4. If the constraints of the system is large then the formulation will become more
complicated hence this method will not be efficient as the system will be highly non linear
and solution of highly non linear simultaneous algebraic equation is very difficult to obtain.
 5. This method will be useful where we don’t need the design variables and only the
optimal value of the objective function is sought.
 8. LIST OF REFERENCES 26

 8.1 Singiresu S. Rao, Engineering Optimization

Theory and Practice, Fourth edition,JOHN WILEY
& SONS, INC, USA,2009
 8.1 R. J. Duffin, E. Peterson, and C. Zener,
Geometric Programming, Wiley, New York,
1967.
 8.2 Robert C. Creese, Geometric Programming
for Design and Cost Optimization (with
illustrative case study problems and solutions) -
Second Edition, Morgan & Claypool,2011
 8.3 C. Zener, Engineering Design by Geometric
Programming,Wiley, New York, 1971.
 27

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