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

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
Mots clés : vector optimization, image space, lagrangian duality, shadow prices 
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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. http://www.numdam.org/articles/10.1051/ro:2004025/

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