Sensitivity analysis in convex programming

被引：10

作者：

Jimenez Guerra, P. ^{[1
]}

Melguizo, M. A. ^{[2
]}

Munoz-Bouzo, M. J. ^{[1
]}

机构：

[1] Univ Nacl Educ Distancia, Fac Ciencias, Dept Matemat Fundamentales, E-28040 Madrid, Spain

[2] Univ Alicante, Dept Matemat Aplicada, Alicante 03690, Spain

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2009年 / 58卷 / 06期

关键词：

Continuity; Derivative; Set-valued map; Vector optimization; MULTIOBJECTIVE OPTIMIZATION; STABILITY;

D O I：

10.1016/j.camwa.2009.06.041

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The object of this paper is to perform an analysis of the sensitivity for convex vector programs with inequality constraints by examining the quantitative behavior of a certain set of optima according to changes of right-hand side parameters included in the program. The results in the paper prove that the sensitivity of the program depends on the solution of a dual program and its sensitivity. (C) 2009 Elsevier Ltd. All rights reserved.

引用

页码：1239 / 1246

页数：8

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