Title of article :
Sensitivity analysis in convex programming
Author/Authors :
P. Jiménez Guerra، نويسنده , , M.A. Melguizo، نويسنده , , M.J. Mu?oz-Bouzoa، نويسنده ,
Issue Information :
ماهنامه با شماره پیاپی سال 2009
Abstract :
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.
Keywords :
continuity , derivative , Set-valued map , Vector optimization
Journal title :
Computers and Mathematics with Applications
Journal title :
Computers and Mathematics with Applications