User:Rileyjmurray/sandbox
A signomial is type of a mathematical function that generalizes polynomials to allow for arbitrary real exponents. There are two conventions for defining signomials that are equivalent to one another under a change of variables. Both of the two conventions parameterize a given signomial by an exponent matrix and a coefficient vector . The more common convention from a mathematical modeling perspective is to say that a signomial takes values
- .
In this case the domain of a signomial is restricted to the set of elementwise positive vectors. The restriction to nonnegative inputs avoids ambiguities involving such as the value of (the complex roots of unity), and further restriction to positive inputs is necessary to avoid division by zero. In pure mathematics and mathematical optimization it is common to define a signomial as
- .
Using this exponential convention, the domain of a signomial is all of -dimensional real space. These two conventions are equivalent to one another under the nonlinear change of variables .
History
[edit]The term "signomial" was introduced by Richard J. Duffin and Elmor L. Peterson in their seminal joint work on general algebraic optimization—published in the late 1960s and early 1970s. A recent introductory exposition involves optimization problems.[1]
Properties
[edit]Signomials are closed under addition, subtraction, multiplication, and scaling.
If we restrict all to be positive, then the function f is a posynomial. Consequently, each signomial is either a posynomial, the negative of a posynomial, or the difference of two posynomials. If, in addition, all exponents are non-negative integers, then the signomial becomes a polynomial whose domain is the positive orthant.
Applications
[edit]Nonlinear optimization problems with constraints and/or objectives defined by signomials are harder to solve than those defined by only posynomials, because (unlike posynomials) signomials cannot necessarily be made convex by applying a logarithmic change of variables. Nevertheless, signomial optimization problems often provide a much more accurate mathematical representation of real-world nonlinear optimization problems.
References
[edit]- ^ C. Maranas and C. Floudas, Global optimization in generalized geometric programming, pp. 351–370, 1997.
External links
[edit]- S. Boyd, S. J. Kim, L. Vandenberghe, and A. Hassibi, A Tutorial on Geometric Programming
Category:Functions and mappings Category:Mathematical optimization
Advances in Geometric Programming, doi:10.1007/978-1-4615-8285-4