On dual vector optimization and shadow prices
RAIRO - Operations Research (2010)
- Volume: 38, Issue: 4, page 305-317
- ISSN: 0399-0559
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topPellegrini, Letizia. "On dual vector optimization and shadow prices." RAIRO - Operations Research 38.4 (2010): 305-317. <http://eudml.org/doc/105317>.
@article{Pellegrini2010,
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.
},
author = {Pellegrini, Letizia},
journal = {RAIRO - Operations Research},
keywords = {Vector Optimization; image space; Lagrangian duality;
shadow prices.; vector optimization; shadow prices},
language = {eng},
month = {3},
number = {4},
pages = {305-317},
publisher = {EDP Sciences},
title = {On dual vector optimization and shadow prices},
url = {http://eudml.org/doc/105317},
volume = {38},
year = {2010},
}
TY - JOUR
AU - Pellegrini, Letizia
TI - On dual vector optimization and shadow prices
JO - RAIRO - Operations Research
DA - 2010/3//
PB - EDP Sciences
VL - 38
IS - 4
SP - 305
EP - 317
AB -
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.
LA - eng
KW - Vector Optimization; image space; Lagrangian duality;
shadow prices.; vector optimization; shadow prices
UR - http://eudml.org/doc/105317
ER -
References
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- W. Song, Duality for vector optimization of set valued functions. J. Math. Anal. Appl.201 (1996) 212–225.
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