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Scalarization and sensitivity analysis in Vector Optimization. The linear case

Author

Listed:
  • Letizia Pellegrini

    () (Department of Economics (University of Verona))

  • Elisa Pagani

    () (Department of Economics (University of Verona))

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.

Suggested Citation

  • Letizia Pellegrini & Elisa Pagani, 2009. "Scalarization and sensitivity analysis in Vector Optimization. The linear case," Working Papers 56/2009, University of Verona, Department of Economics.
  • Handle: RePEc:ver:wpaper:56/2009
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    More about this item

    Keywords

    Vector Optimization; Image Space; Separation; Scalarization; Shadow Prices;

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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