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Sensitivity analysis in convex vector optimization
Authors:D S Shi
Institution:(1) Department of Economic Mathematics, Zhejiang Institute of Finance and Economics, Hangzhou, PRC
Abstract:We consider a parametrized convex vector optimization problem with a parameter vectoru. LetY(u) be the objective space image of the parametrized feasible region. The perturbation mapW(u) is defined as the set of all minimal points of the setY(u) with respect to an ordering cone in the objective space. The purpose of this paper is to investigate the relationship between the contingent derivativeDW ofW and the contingent derivativeDY ofY. Sufficient conditions for MinDW=MinDY andDW=W minDY are obtained, respectively. Therefore, quantitative information on the behavior of the perturbation map is provided.The author would like to thank the anonymous referees for their helpful comments which improved the quality of this paper. The author would also like to thank Professor P. L. Yu for his encouragement.
Keywords:Convex vector optimization  perturbation maps  contingent derivatives
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