Duality theory for infinite-dimensional multiobjective linear programming

DOI10.1016/0377-2217(93)90194-RzbMath0782.90077MaRDI QIDQ1309919

Alejandro Balbas, Antonio Heras

Publication date: 20 December 1993

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

sensitivitydual programmultiobjective linear program

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29)

Related Items (6)

Strictly feasible solutions and strict complementarity in multiple objective linear optimization ⋮ Duality theory and slackness conditions in multiobjective linear programming ⋮ On duality in multiple objective linear programming ⋮ Duality of nonscalarized multiobjective linear programs: dual balance, level sets, and dual clusters of optimal vectors. ⋮ Unnamed Item ⋮ Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm

Cites Work

• On duality theory in multiobjective programming
• Theory of multiobjective optimization
• Duality for nonlinear multiple-criteria optimization problems
• Duality theory for maximizations with respect to cones
• The set of all nondominated solutions in linear cases and a multicriteria simplex method
• Linear multiobjective programming
• Duality theory in multiobjective programming
• Proper efficiency and the theory of vector maximization
• Proper Efficient Points for Maximizations with Respect to Cones
• On some relations between a dual pair of multiple objective linear programs
• Technical Note—Proper Efficiency and the Linear Vector Maximum Problem
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