Abstract
In this paper we deal with the sensitivity analysis in multiobjective differential programs with equality constraints. More specifically, we focused on analyzing the quantitative behavior of a certain set (non necessarily singleton) of optima according to changes of the right-hand side parameters. We prove that the sensitivity of the program is measured by a Lagrange multiplier plus a projection of its derivative. The sensitivity analysis is accomplished by utilizing the Clarke derivative, which transmits its characteristic stability to the obtained result.
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Jiménez Guerra, P., Melguizo Padial, M.A. Sensitivity Analysis in Differential Programming through the Clarke Derivative. Mediterr. J. Math. 9, 537–550 (2012). https://doi.org/10.1007/s00009-011-0143-7
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DOI: https://doi.org/10.1007/s00009-011-0143-7