Scalarization and sensitivity analysis in Vector Optimization. The linear case
AbstractIn this paper we consider a vector optimization problem; we present some scalarization techniques for finding all the vector optimal points of this problem and we discuss the relationships between these methods. Moreover, in the linear case, the study of dual variables is carried on by means of sensitivity analysis and also by a parametric approach. We also give an interpretation of the dual variables as marginal rates of substitution of an objective function with respect to another one, and of an objective function with respect to a constraint.
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Bibliographic InfoPaper provided by University of Verona, Department of Economics in its series Working Papers with number 56/2009.
Date of creation: Jul 2009
Date of revision:
Vector Optimization; Image Space; Separation; Scalarization; Shadow Prices;
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-26 (All new papers)
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