Article ID: | iaor20011043 |
Country: | United Kingdom |
Volume: | 8 |
Issue: | 3 |
Start Page Number: | 133 |
End Page Number: | 138 |
Publication Date: | May 1999 |
Journal: | Journal of Multi-Criteria Decision Analysis |
Authors: | Balbs A., Ballv M., Guerra P. Jimnez |
Duality theory is applied to measure the sensitivity of a multi-objective programming problem. Since the dual problem does not always measure primal sensitivity, the paper states necessary and sufficient conditions (homogeneity conditions) to guarantee the existence and uniqueness of a pair of solutions (primal and dual) such that the dual solution provides the primal sensitivity.