Sensitivity analysis in convex programming
✍ Scribed by P. Jiménez Guerra; M.A. Melguizo; M.J. Muñoz-Bouzo
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 536 KB
- Volume
- 58
- Category
- Article
- ISSN
- 0898-1221
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✦ Synopsis
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.
📜 SIMILAR VOLUMES
In this paper we deal with sensitivity analysis in multiobjective differential programs with equality constraints. We analyze the quantitative behavior of the optimal solutions according to changes of right-hand side values included in the original optimization problem. One of the difficulties lies