Dear all!
I tried to solve a simple test example of a geometric program:
minimize x + y s.t. xy = 1
The solution should be (1, 1).
I tried:
F0 <- diag(2) # [m * n] m = number of terms of the
posynomial, n = number of variables
g0 <- log(matrix(1,2,1)) # [m * 1]
A <- matrix(c(1,1), 1, 2) # one constraint, one row
b <- log(matrix(1,1,1))
RES <- gp(F0, g0, A=A, b=b)
Though I received the correct solution, the function gives a warning:
In gp(F0, g0, A = A, b = b) : No restrictions provided, trying solve().
Also, when I try
RES <- gp(F0, g0, A="A", b=b)
or
gp(F0, g0)
receiving the same result, I find out, that my equality constraints are
not considered at all.
In my view, the unconstraint problem should have (0, 0) as a solution,
btw.
Am I missing something fundamental?
Thanks in advance!
Wolfgang
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