𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

No coin nor oath required. For personal study only.

✦ 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


Sensitivity analysis in multiobjective d
✍ P. Jiménez Guerra; M.A. Melguizo; M.J. Munoz-Bouzo 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 601 KB

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