Sensitivity analysis in multiobjective differential programming

✍ Scribed by P. Jiménez Guerra; M.A. Melguizo; M.J. Munoz-Bouzo

• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 601 KB
• Volume: 52
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2006.08.008

✦ Synopsis

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 in the fact that the efficient solution in multiobjective optimization in general becomes a set. If the preference of the decision maker is represented by a scalar utility which transforms optimal solutions in optima, we may apply existing methods of sensitivity analysis. However, when dealing with a subset of optimal points, the existence of a Frdchet differentiable selection of such a sot-valued map is usually assumed. The aim of the paper is to investigate the derivative of certain set-valued maps of efficient points. We show that the sensitivity depends on a set-valued map associated to the T-Lagrange multipliers and a projection of its sensitivity.