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Sensitivity analysis in geometric programming: Theory and computations

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Abstract

This paper surveys the main developments in the area of sensitivity analysis for geometric programming problems, including both the theoretical and computational aspects. It presents results which characterize solution existence, continuity, and differentiability properties for primal and dual geometric programs as well as the optimal value function differentiability properties for primal and dual programs. It also provides an overview of main computational approaches to sensitivity analysis in geometric programming which attempt to estimate new optimal solutions resulting from perturbations in some problem parameters.

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  1. Department of Decision Sciences and Information Systems, College of Business Administration, Florida International University, 33199, Miami, FL, USA

    Jerzy Kyparisis

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  1. Jerzy Kyparisis
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Kyparisis, J. Sensitivity analysis in geometric programming: Theory and computations. Ann Oper Res 27, 39–63 (1990). https://doi.org/10.1007/BF02055189

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