Paratingent Derivative Applied to the Measure of the Sensitivity in Multiobjective Differential Programming
Author(s) -
Fernando García-Castaño,
M. A. Melguizo Padial
Publication year - 2013
Publication title -
abstract and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.228
H-Index - 56
eISSN - 1687-0409
pISSN - 1085-3375
DOI - 10.1155/2013/812125
Subject(s) - mathematics , lagrange multiplier , sensitivity (control systems) , derivative (finance) , banach space , measure (data warehouse) , differential (mechanical device) , projection (relational algebra) , mathematical optimization , pure mathematics , algorithm , computer science , database , electronic engineering , financial economics , engineering , economics , aerospace engineering
We analyse the sensitivity of differential programs of the form Min f (x) subject to g(x) = b, x ∈ D where f and g are C1 maps whose respective images lie in ordered Banach spaces. Following previous works on multiobjective programming, the notion of T-optimal solution is used. The behaviour of some nonsingleton sets of T-optimal solutions according to changes of the parameter b in the problem is analysed. The main result of the work states that the sensitivity of the program is measured by a Lagrange multiplier plus a projection of its derivative. This sensitivity is measured by means of the paratingent derivative.F. García was partially supported by the Universidad de Alicante Project GRE11-08
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