International Journal of Mathematics and Mathematical Sciences
Volume 25 (2001), Issue 9, Pages 621-628
doi:10.1155/S0161171201002721

Sensitivity analysis for parametric vector optimization problems using differential equations approach

Fatma M. Ali

Department of Mathematics, Faculty of Education, Ain Shams University, Roxy, Cairo, Egypt

Received 11 September 1998

Copyright © 2001 Fatma M. Ali. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

A new method for obtaining sensitivity information for parametric vector optimization problems (VOP)v is presented, where the parameters in the objective functions and anywhere in the constraints. This method depends on using differential equations technique for solving multiobjective nonlinear programing problems which is very effective in finding many local Pareto optimal solutions. The behavior of the local solutions for slight perturbation of the parameters in the neighborhood of their chosen initial values is presented by using the technique of trajectory continuation. Finally some examples are given to show the efficiency of the proposed method.