Geodesic
On dual vector optimization and shadow prices
RAIRO - Operations Research - Recherche Opérationnelle, Tome 38 (2004) no. 4, pp. 305-317

Voir la notice de l'article provenant de la source Numdam

In this paper we present the image space analysis, based on a general separation scheme, with the aim of studying lagrangian duality and shadow prices in Vector Optimization. Two particular kinds of separation are considered; in the linear case, each of them is applied to the study of sensitivity analysis, and it is proved that the derivatives of the perturbation function can be expressed in terms of vector Lagrange multipliers or shadow prices.

DOI : 10.1051/ro:2004025
Keywords: vector optimization, image space, lagrangian duality, shadow prices 
@article{RO_2004__38_4_305_0,
     author = {Pellegrini, Letizia},
     title = {On dual vector optimization and shadow prices},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {305--317},
     publisher = {EDP-Sciences},
     volume = {38},
     number = {4},
     year = {2004},
     doi = {10.1051/ro:2004025},
     mrnumber = {2178083},
     zbl = {1114.90117},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ro:2004025/}
}
TY  - JOUR
AU  - Pellegrini, Letizia
TI  - On dual vector optimization and shadow prices
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2004
SP  - 305
EP  - 317
VL  - 38
IS  - 4
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ro:2004025/
DO  - 10.1051/ro:2004025
LA  - en
ID  - RO_2004__38_4_305_0
ER  - 
%0 Journal Article
%A Pellegrini, Letizia
%T On dual vector optimization and shadow prices
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 2004
%P 305-317
%V 38
%N 4
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ro:2004025/
%R 10.1051/ro:2004025
%G en
%F RO_2004__38_4_305_0
Pellegrini, Letizia. On dual vector optimization and shadow prices. RAIRO - Operations Research - Recherche Opérationnelle, Tome 38 (2004) no. 4, pp. 305-317. doi: 10.1051/ro:2004025

Cité par Sources :