Sensitivity analysis in convex programming

Authors:
P. Jiménez Guerra;M. A. Melguizo;M. J. Muñoz-Bouzo
Affiliations:
Departamento de Matemáticas Fundamentales, Facultad de Ciencias, Universidad Nacional de Educación a Distancia, Senda del Rey 9, 28040 Madrid, Spain;Departamento de Matemática Aplicada, Universidad de Alicante, Carretera San Vicente del Raspeig, s/n, 03690 San Vicente del Raspeig, Alicante, Spain;Departamento de Matemáticas Fundamentales, Facultad de Ciencias, Universidad Nacional de Educación a Distancia, Senda del Rey 9, 28040 Madrid, Spain
Venue:
Computers & Mathematics with Applications
Year:
2009

Citing 5
Cited 0

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Abstract

The object of this paper is to perform an analysis of the sensitivity for convex vector programs with inequality constraints by examining the quantitative behavior of a certain set of optima according to changes of right-hand side parameters included in the program. The results in the paper prove that the sensitivity of the program depends on the solution of a dual program and its sensitivity.