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Sensitivity analysis in geometric programming: Theory and computations
Authors:Jerzy Kyparisis
Institution:(1) Department of Decision Sciences and Information Systems, College of Business Administration, Florida International University, 33199 Miami, FL, USA
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.
Keywords:Sensitivity analysis  perturbed solution  optimal value function  geometric programming
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