On dual vector optimization and shadow prices

Letizia Pellegrini

Displaying similar documents to “On dual vector optimization and shadow prices”

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On dual vector optimization and shadow prices

Letizia Pellegrini (2010)

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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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A new approach for obtaining the second order sufficient conditions for nonlinear mathematical programming problems which makes use of second order derivative is presented. In the so-called second order $η$ -approximation method, an optimization problem associated with the original nonlinear programming problem is constructed that involves a second order $η$ -approximation of both the objective function and the constraint function constituting the original problem. The equivalence between...

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