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Sensitivity analysis in multiobjective optimization

  • T. Tanino
Contributed Papers

Abstract

Sensitivity analysis in multiobjective optimization is dealt with in this paper. Given a family of parametrized multiobjective optimization problems, the perturbation map is defined as the set-valued map which associates to each parameter value the set of minimal points of the perturbed feasible set in the objective space with respect to a fixed ordering convex cone. The behavior of the perturbation map is analyzed quantitatively by using the concept of contingent derivatives for set-valued maps. Particularly, it is shown that the sensitivity is closely related to the Lagrange multipliers in multiobjective programming.

Key Words

Sensitivity analysis multiobjective optimization perturbation maps contingent derivatives 

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Copyright information

© Plenum Publishing Corporation 1988

Authors and Affiliations

  • T. Tanino
    • 1
  1. 1.Department of Mechanical Engineering IITohoku UniversitySendaiJapan

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