Sensitivity analysis in multiobjective optimization

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Article ID:	iaor1991310
Country:	Canada
Volume:	28
Issue:	4
Start Page Number:	350
End Page Number:	362
Publication Date:	Nov 1990
Journal:	INFOR
Authors:	Nahum C.
Keywords:	programming: nonlinear, programming: mathematical

Abstract:

We consider a multiobjective nonlinear mathematical program (P). The functions are assumed twice continuously differentiable. Our objective is to study the evolution of the set of Pareto minima when the functions are continuously perturbed. In particular, we define the sensitivity of the set and give algorithms to compute it. This study provides a useful tool for economists.

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