1 resultado para math.NA

em Universidad de Alicante


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The aim of this note is to formulate an envelope theorem for vector convex programs. This version corrects an earlier work, “The envelope theorem for multiobjective convex programming via contingent derivatives” by Jiménez Guerra et al. (2010) [3]. We first propose a necessary and sufficient condition allowing to restate the main result proved in the alluded paper. Second, we introduce a new Lagrange multiplier in order to obtain an envelope theorem avoiding the aforementioned error.