Sensitivity analysis in convex programming
نویسندگان
چکیده
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. © 2009 Elsevier Ltd. All rights reserved.
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عنوان ژورنال:
- Computers & Mathematics with Applications
دوره 58 شماره
صفحات -
تاریخ انتشار 2009