On sensitivity analysis for multicriteria optimization
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Publication:3796983
DOI10.1080/02331938808843370zbMath0651.90084OpenAlexW2054439477MaRDI QIDQ3796983
Publication date: 1988
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331938808843370
sensitivity analysismulticriteria optimizationconstrained minimizationvector minimizationshadow costs
Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31)
Related Items (4)
Minimax fractional programming involving generalised invex functions ⋮ Linear multicriteria sensitivity and shadow costs ⋮ Perturbing convex multiobjecttve programs ⋮ Constrained minimax for a vector-valued function
Cites Work
- Nonlinear programming in locally convex spaces
- Perturbed minimization, with constraints adjoined or deleted
- Simple computable bounds for solutions of linear complementarity problems and linear programs
- Nondifferentiable optimization by smooth approximations
- Strong Vector Minimization and Duality
- Duality for Multiple Objective Convex Programs
- Lagrangean conditions and quasiduality
- Differential Stability in Nonlinear Programming
- Technical Note—Proper Efficiency and the Linear Vector Maximum Problem
- Unnamed Item
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