Scalarization and sensitivity analysis in Vector Optimization. The linear case.

In this paper we consider a vector optimization problem; we present some scalarization techniques for finding all the vector optimal points of this problem and we discuss the relationships between these methods. Moreover, in the linear case, the study of dual variables is carried on by means of sensitivity analysis and also by a parametric approach. We also give an interpretation of the dual variables as marginal rates of substitution of an objective function with respect to another one, and of an objective function with respect to a constraint.