Robustness of posynomial geometric programming optima

被引：8
|
作者：
Federowicz, AJ
Rajgopal, J
机构：
[1] Westinghouse Res & Dev Ctr, Pittsburgh, PA USA
[2] Univ Pittsburgh, Dept Ind Engn, Pittsburgh, PA 15261 USA
来源：
MATHEMATICAL PROGRAMMING | 1999年 / 85卷 / 02期
关键词：
geometric programming; posynomials; sensitivity analysis;
D O I：
10.1007/s101070050065
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
This paper develops a simple bounding procedure for the optimal value of a posynomial geometric programming (GP) problem when some of the coefficients for terms in the problems objective function are estimated with error. The bound may be computed even before the problem is solved and it is shown analytically that the optimum value is very insensitive to errors in the coefficients; for example, a 20% error could cause the optimum to be wrong by no more than 1.67%.
引用
收藏
页码：423 / 431
页数：9
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