Sensitivity Analysis in Parametric Convex Vector Optimization

In this paper, sensitivity analysis of the efficient sets in parametric convex vector optimization is considered. Namely, the perturbation, weak perturbation, and proper perturbation maps are defined as set-valued maps. We establish the formulas for computing the Fréchet coderivative of the profile...

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Vydáno v:Set-valued and variational analysis Ročník 32; číslo 4; s. 29
Hlavní autoři: An, Duong Thi Viet, Tung, Le Thanh
Médium: Journal Article
Jazyk:angličtina
Vydáno: Dordrecht Springer Netherlands 01.12.2024
Springer Nature B.V
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ISSN:1877-0533, 1877-0541
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Abstract In this paper, sensitivity analysis of the efficient sets in parametric convex vector optimization is considered. Namely, the perturbation, weak perturbation, and proper perturbation maps are defined as set-valued maps. We establish the formulas for computing the Fréchet coderivative of the profile of the above three kinds of perturbation maps. Because of the convexity assumptions, the conditions set are fairly simple if compared to those in the general case. In addition, our conditions are stated directly on the data of the problem. It is worth emphasizing that our approach is based on convex analysis tools which are different from those in the general case.
AbstractList In this paper, sensitivity analysis of the efficient sets in parametric convex vector optimization is considered. Namely, the perturbation, weak perturbation, and proper perturbation maps are defined as set-valued maps. We establish the formulas for computing the Fréchet coderivative of the profile of the above three kinds of perturbation maps. Because of the convexity assumptions, the conditions set are fairly simple if compared to those in the general case. In addition, our conditions are stated directly on the data of the problem. It is worth emphasizing that our approach is based on convex analysis tools which are different from those in the general case.
ArticleNumber 29
Author An, Duong Thi Viet
Tung, Le Thanh
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  surname: Tung
  fullname: Tung, Le Thanh
  organization: Department of Mathematics, College of Natural Sciences, Can Tho University
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Issue 4
Keywords 90C31
Sensitivity analysis
49K40
49J52
90C25
Fréchet coderivative
Perturbation map
90C29
Parametric convex vector optimization
Weak perturbation map
Proper perturbation map
Domination property
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Snippet In this paper, sensitivity analysis of the efficient sets in parametric convex vector optimization is considered. Namely, the perturbation, weak perturbation,...
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StartPage 29
SubjectTerms Analysis
Approximation
Convex analysis
Convexity
Mathematics
Mathematics and Statistics
Optimization
Parameter sensitivity
Perturbation
Sensitivity analysis
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Title Sensitivity Analysis in Parametric Convex Vector Optimization
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Volume 32
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