Article ID: | iaor20108900 |
Volume: | 181 |
Issue: | 1 |
Start Page Number: | 219 |
End Page Number: | 232 |
Publication Date: | Dec 2010 |
Journal: | Annals of Operations Research |
Authors: | Sitarz Sebastian |
We consider sensitivity analysis of the objective function coefficients in multiple objective linear programming (MOLP). We focus on the properties of the parameters set for which a given extreme solution is efficient. Moreover, we compare two approaches: the standard sensitivity analysis (changing only one coefficient) and the additive tolerance approach (changing all coefficients). We find the connections between these two approaches by giving a theorem describing the upper bound on the maximal additive tolerance.