Sensitivity analysis in posynomial geometric programming |
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Authors: | J. Kyparisis |
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Affiliation: | (1) Department of Decision Sciences, College of Business Administration, Florida International University, Miami, Florida |
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Abstract: | Sensitivity analysis results for general parametric posynomial geometric programs are obtained by utilizing recent results from nonlinear programming. Duality theory of geometric programming is exploited to relate the sensitivity results derived for primal and dual geometric programs. The computational aspects of sensitivity calculations are also considered.This work was part of the doctoral dissertation completed in the Department of Operations Research, George Washington University, Washington, DC. The author would like to express his gratitude to the thesis advisor, Prof. A. V. Fiacco, for overall guidance and stimulating discussions which inspired the development of this research work. |
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Keywords: | Sensitivity analysis geometric programming duality nonlinear programming |
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