The image space analysis, based on a general separation scheme, is presented with the aim of studying Lagrangian duality and shadow prices in Vector Optimization. Two particular kinds of separation are considered; in the linear case, each of them is applied to the study of sensitivity analysis, and it is proved that the derivatives of the perturbation function can be expressed in terms of vector Lagrange multipliers or shadows prices

On dual vector optimization and shadow prices

PELLEGRINI, Letizia
2004

Abstract

The image space analysis, based on a general separation scheme, is presented with the aim of studying Lagrangian duality and shadow prices in Vector Optimization. Two particular kinds of separation are considered; in the linear case, each of them is applied to the study of sensitivity analysis, and it is proved that the derivatives of the perturbation function can be expressed in terms of vector Lagrange multipliers or shadows prices
Vector optimization; image space; Lagrangian duality; shadow prices
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11562/21700
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