Sensitivity analysis using the tangent derivative |
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Authors: | Jürgen Klose |
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Affiliation: | Lehrstuhl II für Angewandte Mathematik der Universit?t , Erlangen-Nürnberg Martensstr. 3, Erlangen, D-8520, Germany |
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Abstract: | Using some equivalent characterizations of Bouligand's tangent cone in metric vector spaces, several properties of the tangent derivative of correspondences between metric vector spaces are derived. These results are applied for the sensitivity analysis of a parametrized vector optimization problem. |
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Keywords: | Tangent cone Tangent derivative Sensitivity |
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