On dual vector optimization and shadow prices

On dual vector optimization and shadow prices

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Article ID: iaor20052810
Country: France
Volume: 38
Issue: 4
Start Page Number: 305
End Page Number: 317
Publication Date: Oct 2004
Journal: RAIRO Operations Research
Authors:
Keywords: duality
Abstract:

In this paper we present the image space analysis, based on a general separation scheme, with the aim of studying Lagrangian duality and shadow prices in Vector Optimization. Two particular kinds of separation are considered; in the linear case, each of them is applied to the study of sensitivity analysis, and it is proved that the derivatives of the perturbation function can be expressed in terms of vector Lagrange multipliers or shadow prices.

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