On dual vector optimization and shadow prices

DOI10.1051/RO:2004025MaRDI QIDQ5693010zbMATH OpenOpenAlexFDO

Authors Letizia Pellegrini

Publication date 28 September 2005

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RO_2004__38_4_305_0, https://eudml.org/doc/105317, https://semanticscholar.org/paper/a050eedc3fa76415527b12f186cd47a3e949a0bc

zbMATH Keywords

image spaceLagrangian dualityshadow pricesvector optimization

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46)

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Cites work

• Duality for vector optimization of set-valued functions
• scientific article; zbMATH DE number 3761793 (Why is no real title available?)
• scientific article; zbMATH DE number 734930 (Why is no real title available?)
• scientific article; zbMATH DE number 1568702 (Why is no real title available?)
• Linear multicriteria sensitivity and shadow costs
• Multicriteria optimization
• On dual vector optimization and shadow prices
• On some relations between a dual pair of multiple objective linear programs
• Sensitivity analysis in multiobjective optimization
• Theorems of the alternative and optimality conditions

Cited in

(8)

• The diagonalizability of quadratic functions and the arbitrariness of shadow prices
• On Lagrangian duality in vector optimization: applications to the linear case
• Sensitivity analysis for a Lagrange dual problem to a vector optimization problem
• scientific article; zbMATH DE number 7358904 (Why is no real title available?)
• Using Shadow Prices to Reveal Personal Preferences in a Two-Stage Assignment Problem
• scientific article; zbMATH DE number 5238187 (Why is no real title available?)
• On dual vector optimization and shadow prices
• Slopes of shadow prices and Lagrange multipliers

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