Sensitivity in multi-objective programming under homogeneity assumptions

Sensitivity in multi-objective programming under homogeneity assumptions

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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: , ,
Abstract:

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.

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