Sensitivity Analysis in Convex Optimization through the Circatangent Derivative
| Contribuinte(s) |
Universidad de Alicante. Departamento de Matemática Aplicada Sistémica, Cibernética y Optimización (SCO) |
|---|---|
| Data(s) |
22/09/2016
22/09/2016
01/05/2015
|
| Resumo |
The main goal of this paper is to analyse the sensitivity of a vector convex optimization problem according to variations in the right-hand side. We measure the quantitative behavior of a certain set of Pareto optimal points characterized to become minimum when the objective function is composed with a positive function. Its behavior is analysed quantitatively using the circatangent derivative for set-valued maps. Particularly, it is shown that the sensitivity is closely related to a Lagrange multiplier solution of a dual program. Research partially supported by the University of Alicante, project GRE11-08. |
| Identificador |
Journal of Optimization Theory and Applications. 2015, 165(2): 420-438. doi:10.1007/s10957-014-0609-4 0022-3239 (Print) 1573-2878 (Online) http://hdl.handle.net/10045/58141 10.1007/s10957-014-0609-4 |
| Idioma(s) |
eng |
| Publicador |
Springer Science+Business Media New York |
| Relação |
http://dx.doi.org/10.1007/s10957-014-0609-4 |
| Direitos |
© Springer Science+Business Media New York 2014. The final publication is available at Springer via http://dx.doi.org/10.1007/s10957-014-0609-4 info:eu-repo/semantics/openAccess |
| Palavras-Chave | #Convex optimization #Sensitivity analysis #Set-valued map #Circatangent derivative #Matemática Aplicada |
| Tipo |
info:eu-repo/semantics/article |
