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Sensitivity analysis in geometric programming: Theory and computations. (English) Zbl 0813.90113
Author’s summary: “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 the main computational approaches to sensitivity analysis in geometric programming which attempt to estimate new optimal solutions resulting from perturbations in some problem parameters.”
At the end of the paper the author gives promising directions of future research on the topic.

MSC:
90C31 Sensitivity, stability, parametric optimization
90C30 Nonlinear programming
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