Duality theory and slackness conditions in multiobjective linear programming

DOI10.1016/S0898-1221(99)00062-0zbMath0931.90043OpenAlexW2064629800MaRDI QIDQ1962983

Yanyan Li

Publication date: 20 January 2000

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(99)00062-0

zbMATH Keywords

dualitylinear multiobjective programmingslackness conditionsstrongly proper optima

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Duality theory (optimization) (49N15)

Related Items (5)

Strictly feasible solutions and strict complementarity in multiple objective linear optimization ⋮ The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets. ⋮ On duality in multiple objective linear programming ⋮ Duality of nonscalarized multiobjective linear programs: dual balance, level sets, and dual clusters of optimal vectors. ⋮ Balance set and Pareto solutions in linear space with application to ongoing optimal resource allocation, investment planning, production, and control problems with multiple objectives

Cites Work

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• Theory of multiobjective optimization
• A duality theorem for a convex programming problem in order complete vector lattices
• The saddle point theorem of Kuhn and Tucker in ordered vector spaces
• Duality theory for infinite-dimensional multiobjective linear programming
• Sensitivity analysis for convex multiobjective programming in abstract spaces
• On some relations between a dual pair of multiple objective linear programs

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