On sensitivity analysis for multicriteria optimization
B. D. Craven · Optimization · 1988
For constrained minimization with a single criterion, the sensitivity of the optimal value to small perturbations of the functions is often described in terms of shadow costs. This description is now partly extended to weak, or Pareto, minima, for multicriteria problems, where the optimum point is no longer a unique function of the perturbation. The technique uses a related strong vector minimization problem, to which various results of the single-criterion theory readily extend.