This paper deals with a vector optimization problem and its dual variables (Lagrange multipliers or shadow prices) that we want to investigate in details. We propose two scalarization methods and, subsequently, the interpretation of dual variables is given by means of sensitivity analysis.
On Dual Variables in Linear Vector Optimization
Elisa Pagani;Letizia Pellegrini
2009-01-01
Abstract
This paper deals with a vector optimization problem and its dual variables (Lagrange multipliers or shadow prices) that we want to investigate in details. We propose two scalarization methods and, subsequently, the interpretation of dual variables is given by means of sensitivity analysis.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
