Abstract
A unified approach to computing first, second, or higher-order derivatives of any of the primal and dual variables or multipliers of a geometric programming problem, with respect to any of the problem parameters (term coefficients, exponents, and constraint right-hand sides) is presented. Conditions under which the sensitivity equations possess a unique solution are developed, and ranging results are also derived. The analysis for approximating second and higher-order sensitivity generalizes to any sufficiently smooth nonlinear program.
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Communicated by M. Avriel
This work was part of the author's dissertation under Professor R. Vickson. His patience, incisive comments, and criticism are gratefuly acknowledged. Support for this manuscript was provided in part by National Science Foundation, Grant No. ENG-78-21615.
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Dembo, R.S. Sensitivity analysis in geometric programming. J Optim Theory Appl 37, 1–21 (1982). https://doi.org/10.1007/BF00934363
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DOI: https://doi.org/10.1007/BF00934363