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Stochastic geometric programming with an application. (English) Zbl 1201.90141
Summary: In applications of geometric programming, some coefficients and/or exponents may not be precisely known. Stochastic geometric programming can be used to deal with such situations. In this paper, we shall indicate which stochastic programming approaches and which structural and distributional assumptions do not destroy the favorable structure of geometric programs. The already recognized possibilities are extended for a tracking model and stochastic sensitivity analysis is presented in the context of metal cutting optimization. Illustrative numerical results are reported.

MSC:
90C15 Stochastic programming
90C31 Sensitivity, stability, parametric optimization
90C90 Applications of mathematical programming
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