Derivatives of the Efficient Point Multifunction in Parametric Vector Optimization Problems

Derivatives of the Efficient Point Multifunction in Parametric Vector Optimization Problems

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Article ID: iaor20131999
Volume: 156
Issue: 2
Start Page Number: 247
End Page Number: 265
Publication Date: Feb 2013
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: sensitivity analysis, vector optimization
Abstract:

In this paper, we deal with the sensitivity analysis in vector optimization. More specifically, formulae for inner and outer evaluating the S‐derivative of the efficient point multifunction in parametric vector optimization problems are established. These estimating formulae are presented via the set of efficient/weakly efficient points of the S‐derivative of the original multifunction, a composite multifunction of the objective function and the constraint mapping. The elaboration of the formulae in vector optimization problems, having multifunction constraints and semiinfinite constraints, is also undertaken. Furthermore, examples are provided for analyzing and illustrating the obtained results.

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