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On Sensitivity in Linear Multiobjective Programming

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Abstract

In this paper, we prove that, if the data of a linear multiobjectiveprogramming problem are smooth functions of a parameter, then in theparameter space there is an open dense subset where the efficient solutionset of the problem can be locally represented as a union of some faces whosevertices and directions are smooth functions of the parameter.

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Thuan, L.V., Luc, D.T. On Sensitivity in Linear Multiobjective Programming. Journal of Optimization Theory and Applications 107, 615–626 (2000). https://doi.org/10.1023/A:1026455401079

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