An Interval Approach to Sensitivity Analysis of Geometric Programming Problems with Uncertainty

This paper presents an interval approach for determining sensitivity of geometric programming problems under uncertainty. The proposed approach derives the lower and upper bounds of the solution procedure for geometric programming problems with fuzzy parameters. The fuzzy parameters are represented by triangular fuzzy numbers. A pair of two-level mathematical programs is formulated to calculate the lower and upper bounds of the objective value. By the proposed approach, the crisp intervals for the stability of the solution could be determined for the geometric programming problems with fuzzy parameters. The stability intervals can be obtained for both primal and dual geometric programming problems after solving pair of mathematical problems. An illustrative example is presented to clarify the proposed stability interval approach of the geometric programming problems