Sensitivity in multi-objective programming under homogeneity assumptions
✍ Scribed by A. Balbás; M. Ballvé; P. Jiménez Guerra
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 86 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1057-9214
No coin nor oath required. For personal study only.
✦ Synopsis
Duality theory is applied to measure the sensitivity of a multi-objective programming problem. Since the dual problem does not always measure primal sensitivity, the paper states necessary and sufficient conditions (homogeneity conditions) to guarantee the existence and uniqueness of a pair of solutions (primal and dual) such that the dual solution provides the primal sensitivity.
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