Article ID: | iaor19942425 |
Country: | Germany |
Volume: | 26 |
Start Page Number: | 115 |
End Page Number: | 127 |
Publication Date: | Mar 1992 |
Journal: | Optimization |
Authors: | Craven B.D., Bolitineanu S. |
Necessary and sufficient conditions are given for an efficient, or weak, vertex, or face, of the feasible set associated with a multi-objective linear program, to preserve this property under small perturbations. The sensitivity to perturbation of the vector objective function evaluated at an efficient, or weak, vertex of the feasible set is expressed in terms of a matrix shadow cost, obtained from an associated strong minimization problem.