Sensitivity of Pareto Solutions in Multiobjective Optimization

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Mostrar el registro sencillo del ítem Balbás, Alejandro Galperin, Effim Jiménez Guerra, Pedro 2012-01-23T19:34:17Z 2012-01-23T19:34:17Z 2005-08
dc.identifier.bibliographicCitation Journal of Optimization Theory and Applications, 2005, v. 126, nº 2, pp. 247-264
dc.identifier.issn 0022-3239
dc.description.abstract The paper presents a sensitivity analysis of Pareto solutions on the basis of the Karush-Kuhn-Tucker (KKT) necessary conditions applied to nonlinear multiobjective programs (MOP) continuously depending on a parameter. Since the KKT conditions are of the first order, the sensitivity properties are considered in the first approximation. An analogue of the shadow prices, well known for scalar linear programs, is obtained for nonlinear MOPs. Two types of sensitivity are investigated: sensitivity in the state space (on the Pareto set) and sensitivity in the cost function space (on the balance set) for a vector cost function. The results obtained can be used in applications for sensitivity computation under small variations of parameters. Illustrative examples are presented.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Springer
dc.rights ©Springer Science+Business Media
dc.subject.other Sensitivity analysis
dc.subject.other Nonscalarized multiobjective programming
dc.subject.other Pareto set
dc.subject.other Balance set
dc.title Sensitivity of Pareto Solutions in Multiobjective Optimization
dc.type article
dc.description.status Publicado
dc.subject.eciencia Empresa
dc.identifier.doi 10.1007/s10957-005-4713-3
dc.rights.accessRights openAccess
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 247
dc.identifier.publicationissue 2
dc.identifier.publicationlastpage 264
dc.identifier.publicationtitle Journal of Optimization Theory and Applications
dc.identifier.publicationvolume 126
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