Taiwanese Journal of Mathematics

ON SENSITIVITY ANALYSIS IN VECTOR OPTIMIZATION

G. M. Lee and N. Q. Huy

Full-text: Open access

Abstract

The aim of this paper is to devote to the sensitivity analysis in vector optimization problems. We prove that, under some suitable qualification conditions, the efficient solution map and efficient frontier of a parameterized vector optimization problem are proto-differentiable. It also provide two sufficient conditions for inner and outer approximation of the proto-derivative of the efficient frontier map.

Article information

Source
Taiwanese J. Math., Volume 11, Number 3 (2007), 945-958.

Dates
First available in Project Euclid: 18 July 2017

Permanent link to this document
https://projecteuclid.org/euclid.twjm/1500404767

Digital Object Identifier
doi:10.11650/twjm/1500404767

Mathematical Reviews number (MathSciNet)
MR2340173

Zentralblatt MATH identifier
1194.90086

Subjects
Primary: 90C29: Multi-objective and goal programming 90C30: Nonlinear programming 90C31: Sensitivity, stability, parametric optimization

Keywords
vector optimization multifunction efficient solution map efficient frontier map proto-derivative

Citation

Lee, G. M.; Huy, N. Q. ON SENSITIVITY ANALYSIS IN VECTOR OPTIMIZATION. Taiwanese J. Math. 11 (2007), no. 3, 945--958. doi:10.11650/twjm/1500404767. https://projecteuclid.org/euclid.twjm/1500404767


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