Sensitivity analysis in convex programming

DOI10.1016/j.camwa.2009.06.041zbMath1189.90166OpenAlexW1975412793MaRDI QIDQ979946

Pedro Jiménez Guerra, María José Muñoz-Bouzo, Miguel Angel Melguizo

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.06.041

zbMATH Keywords

vector optimizationcontinuityderivativeset-valued map

Mathematics Subject Classification ID

Convex programming (90C25) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31)

Related Items

On higher-order adjacent derivative of perturbation map in parametric vector optimization ⋮ On higher-order proto-differentiability and higher-order asymptotic proto-differentiability of weak perturbation maps in parametric vector optimization ⋮ The envelope theorem for multiobjective convex programming via contingent derivatives ⋮ On higher-order proto-differentiability of perturbation maps ⋮ Variational sets and asymptotic variational sets of proper perturbation map in parametric vector optimization ⋮ A natural extension of the classical envelope theorem in vector differential programming ⋮ Sensitivity analysis in differential programming through the Clarke derivative ⋮ Paratingent derivative applied to the measure of the sensitivity in multiobjective differential programming ⋮ On Second-Order Composed Proto-Differentiability of Proper Perturbation Maps in Parametric Vector Optimization Problems ⋮ Sensitivity analysis in convex optimization through the circatangent derivative

Cites Work

• Stability in vector maximization - a survey
• Decomposition of the parametric space in multiobjective convex programs using the generalized Tchebycheff norm
• Sensitivity analysis in multiobjective optimization
• Contingent derivative of the perturbation map in multiobjective optimization
• Sensitivity and optimality conditions in the multiobjective differential programming
• Nonscalarized multiobjective global optimization
• Sensitivity analysis in multiple objective linear programming: The tolerance approach
• On the envolvent theorem in multiobjective programming
• Sensitivity analysis for convex multiobjective programming in abstract spaces
• Sensitivity analysis in multiobjective differential programming
• Stability and Sensitivity Analysis in Convex Vector Optimization
• Set-valued analysis
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