Kybernetika 46 no. 3, 374-386, 2010

Stochastic geometric programming with an application

Jitka Dupačová


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.


stochastic geometric programming, statistical sensitivity analysis, tracking model, metal cutting optimization


90C15, 90C31, 90C90