On duality in multiple objective linear programming
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Publication:531426
DOI10.1016/j.ejor.2010.09.024zbMath1219.90157OpenAlexW4252242738MaRDI QIDQ531426
Publication date: 29 April 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.09.024
Multi-objective and goal programming (90C29) Optimality conditions and duality in mathematical programming (90C46) Linear programming (90C05)
Related Items (7)
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems ⋮ Strictly feasible solutions and strict complementarity in multiple objective linear optimization ⋮ Algorithms to Solve Unbounded Convex Vector Optimization Problems ⋮ Saddle points and scalarizing sets in multiple objective linear programming ⋮ Set Optimization—A Rather Short Introduction ⋮ Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs ⋮ Benson type algorithms for linear vector optimization and applications
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