SENSITIVITY ANALYSIS IN CONVEX VECTOR OPTIMIZATION

We consider a parametrized convex vector optimization problem with a p arameter vector u. Let Y(u) be the objective space image of the parame trized feasible region. The perturbation map W(u) is defined as the se t of all minimal points of the set Y(u) with respect to an ordering co ne in the objective space. The purpose of this paper is to investigate the relationship between the contingent derivative DW of W and the co ntingent derivative DY of Y Sufficient conditions for Min DW = Min DY and DW = W min DY are obtained, respectively. Therefore, quantitative information on the behavior of the perturbation map is provided.