SENSITIVITY ANALYSIS OF WEAK EFFICIENCY IN MULTIPLE OBJECTIVE LINEAR PROGRAMMING
Sebastian Sitarz ()
Additional contact information Sebastian Sitarz: Institute of Mathematics, University of Silesia, ul. Bankowa 14, 40-007 Katowice, Poland
Abstract:
This paper, studies the sensitivity analysis of weakly efficient extreme solutions in multiple objective linear programming (MOLP). The aim of the paper is to compute the set of the parameters (corresponding to one coefficient) for which a given extreme point is a weakly efficient solution. We also focus on the properties of the parameters set by proving convexity and closeness of this set. Moreover, we compare the results of the sensitivity analysis of efficiency and of weak efficiency in MOLP.