Sensitivity Analysis of Multiobjective Optimization Problems with Parameterized Quasi-Variational Inequalities

This paper mainly establishes the sensitivity analysis of a multiobjective optimization problem with parameterized quasi-variational inequalities (QVIs). Using the (regular) coderivative of the associated epigraphical multifunction, the (regular) subdifferentials of the efficient frontier maps are e...

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Bibliographic Details
Published in:Numerical functional analysis and optimization Vol. 39; no. 2; pp. 155 - 178
Main Authors: Pang, Li-Ping, Meng, Fan-Yun, Lv, Jian, Tian, Qi
Format: Journal Article
Language:English
Published: Abingdon Taylor & Francis 25.01.2018
Taylor & Francis Ltd
Subjects:
Coderivatives
efficient frontier maps
Inequalities
Mathematical programming
multiobjective optimization
Multiple objective analysis
Optimization
Parameterization
parameterized quasi-variational inequalities
Sensitivity analysis
ISSN:0163-0563, 1532-2467
Online Access:Get full text
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Summary:This paper mainly establishes the sensitivity analysis of a multiobjective optimization problem with parameterized quasi-variational inequalities (QVIs). Using the (regular) coderivative of the associated epigraphical multifunction, the (regular) subdifferentials of the efficient frontier maps are estimated, which involve the (regular) coderivatives of the solution mapping to the parameterized QVIs. Under the linear independent constraint qualification, the defined auxiliary set-valued mappings in the parameterized QVIs are clam. The detailed formulae of subdifferentials of the efficient frontier maps are obtained and examples are simultaneously provided for analyzing and illustrating the obtained results.
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ISSN:0163-0563
1532-2467
DOI:10.1080/01630563.2017.1355813