Pedro Jiménez Guerra

Sensitivity Analysis in Differential Programming through the Clarke Derivative

In this paper we deal with the sensitivity analysis in multiobjective differential programs with equality constraints. More specifically, we focused on analyzing the quantitative behavior of a certain set (non necessarily singleton) of optima according to changes of the right-hand side parameters. We prove that the sensitivity of the program is measured by a Lagrange multiplier plus a projection of its derivative. The sensitivity analysis is accomplished by utilizing the Clarke derivative, which transmits its characteristic stability to the obtained result.