Sensitivity Analysis in Multiobjective Optimization

Tanino T (1986). Sensitivity Analysis in Multiobjective Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-005

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Abstract

Sensitivity analysis is both theoretically and practically useful in optimization. However, only a few results in this direction have been obtained for multiobjective optimization. In this paper, the issue of sensitivity analysis in multiobjective optimization is dealt with. Given a family of parametrized multiobjective optimization problems, the perturbation map is defined as the set-valued map which associates to each parameter value the set of minimal points of the perturbed feasible set with respect to a fixed ordering convex cone. The behavior of the perturbation map is analyzed quantitatively by using the concept of contingent derivative for set-valued maps. Particularly it is shown that the contingent derivative of the perturbation map for multiobjective programming problems with parametrized inequality Constraints is closely related to the corresponding Lagrange multipliers.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:57
Last Modified: 21 Jul 2016 01:08
URI: http://pure.iiasa.ac.at/2854

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