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Scalarization and sensitivity analysis in Vector Optimization.The linear case

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Author Info
Elisa Pagani ()
Letizia Pellegrini () (Corresponding author, Dipartimento di Scienze Economiche (Università di Verona), Italy)
Abstract

In 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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File URL: http://dse.univr.it/RePEc/ver/Wpaper/WP56.pdf
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Publisher Info
Paper provided by Università di Verona, Dipartimento di Scienze economiche in its series Working Papers with number 56.

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Length: 27
Date of creation: Jul 2009
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Handle: RePEc:ver:wpaper:56

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Related research
Keywords: Vector Optimization; Image Space; Separation; Scalarization; Shadow Prices.;

Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis

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This page was last updated on 2009-12-9.


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