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Sensitivity in multi‐objective programming under homogeneity assumptions
Author(s) -
Balbás A.,
Ballvé M.,
Jiménez Guerra P.
Publication year - 1999
Publication title -
journal of multi‐criteria decision analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.462
H-Index - 47
eISSN - 1099-1360
pISSN - 1057-9214
DOI - 10.1002/(sici)1099-1360(199905)8:3<133::aid-mcda237>3.0.co;2-o
Subject(s) - uniqueness , sensitivity (control systems) , homogeneity (statistics) , duality (order theory) , mathematical optimization , dual (grammatical number) , mathematics , measure (data warehouse) , linear programming , computer science , statistics , combinatorics , mathematical analysis , engineering , data mining , art , literature , electronic engineering
Duality theory is applied to measure the sensitivity of a multi‐objective programming problem. Since the dual problem does not always measure primal sensitivity, the paper states necessary and sufficient conditions (homogeneity conditions) to guarantee the existence and uniqueness of a pair of solutions (primal and dual) such that the dual solution provides the primal sensitivity. Copyright © 1999 John Wiley & Sons, Ltd.