On dual vector optimization and shadow prices
RAIRO - Operations Research - Recherche Opérationnelle (2004)
- 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 - Recherche Opérationnelle 38.4 (2004): 305-317. <http://eudml.org/doc/245215>.
@article{Pellegrini2004,
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 - Recherche Opérationnelle},
keywords = {vector optimization; image space; lagrangian duality; shadow prices; Lagrangian duality},
language = {eng},
number = {4},
pages = {305-317},
publisher = {EDP-Sciences},
title = {On dual vector optimization and shadow prices},
url = {http://eudml.org/doc/245215},
volume = {38},
year = {2004},
}
TY - JOUR
AU - Pellegrini, Letizia
TI - On dual vector optimization and shadow prices
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 2004
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; Lagrangian duality
UR - http://eudml.org/doc/245215
ER -
References
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- [6] H. Isermann, On some relations between a dual pair of multiple objective linear programs. Z. Oper. Res. 22 (1978) 33–41. Zbl0375.90049
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- [8] L. Pellegrini, On Lagrangian duality in vector optimization. Optimization. Submitted. Zbl1114.90117
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- [10] W. Song, Duality for vector optimization of set valued functions. J. Math. Anal. Appl. 201 (1996) 212–225. Zbl0851.90110
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