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Issue RAIRO Oper. Res.
Volume 38, Number 4, October-December 2004
Page(s) 305 - 317
DOI 10.1051/ro:2004025

RAIRO Oper. Res. 38 (2004) 305-317
DOI: 10.1051/ro:2004025

On dual vector optimization and shadow prices

Letizia Pellegrini

Associate Professor, Department of Economics, University of Verona, Via Giardino Giusti 2, 37129 Verona, Italy; letizia.pellegrini@univr.it.

(Received April 25, 2003.)

Abstract
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.


Key words: Vector Optimization, image space, Lagrangian duality, shadow prices.


© EDP Sciences 2004


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