Linear multicriteria sensitivity and shadow costs

Linear multicriteria sensitivity and shadow costs

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Article ID: iaor19942425
Country: Germany
Volume: 26
Start Page Number: 115
End Page Number: 127
Publication Date: Mar 1992
Journal: Optimization
Authors: ,
Abstract:

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.

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