Geometric programming

A geometric program (GP) is an optimization problem of the form

In the context of geometric programming (unlike all other disciplines), a monomial is defined as a function ${\displaystyle h:\mathbb {R} _{++}^{n}\to \mathbb {R} }$ defined as

where ${\displaystyle c>0\ }$ and ${\displaystyle a_{i}\in \mathbb {R} }$.

GPs have numerous application, such as components sizing in IC design and parameter estimation via logistic regression in statistics. The maximum likelihood estimator in logistic regression is a GP.

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