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An Interval Arithmetic Approach to Sensitivity Analysis in Geometric Programming

Author

Listed:
  • John J. Dinkel

    (Texas A&M University, College Station, Texas)

  • Marietta J. Tretter

    (Texas A&M University, College Station, Texas)

Abstract

Geometric programming has been an important optimization approach in several engineering design areas. In this paper, we present an approach to sensitivity analysis in geometric programming using interval arithmetic. The study of the effect of changes in the problem parameters is important for theoretical as well as for practical reasons. To date, most of the numerical approaches to sensitivity analysis have characterized the solution in terms of differential changes in the parameters. We use interval arithmetic to generate an interval of solution values associated with an interval of parameter values. These results indicate a new approach to characterizing solutions to geometric programs in terms of changes in the problem parameters.

Suggested Citation

  • John J. Dinkel & Marietta J. Tretter, 1987. "An Interval Arithmetic Approach to Sensitivity Analysis in Geometric Programming," Operations Research, INFORMS, vol. 35(6), pages 859-866, December.
    • Handle: RePEc:inm:oropre:v:35:y:1987:i:6:p:859-866
    DOI: 10.1287/opre.35.6.859
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