Duality theory and slackness conditions in multiobjective linear programming

Authors
Balbas, A Jimenez, P Heras, A
Citation
A. Balbas et al., Duality theory and slackness conditions in multiobjective linear programming, COMPUT MATH, 37(4-5), 1999, pp. 101-109
Citations number
10
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTERS & MATHEMATICS WITH APPLICATIONS
ISSN journal
08981221 → ACNP
Volume
37
Issue
4-5
Year of publication
1999
Pages
101 - 109
Database
ISI
SICI code
0898-1221(199902/03)37:4-5<101:DTASCI>2.0.ZU;2-3
Abstract
The aim of this paper is to develop a duality theory for linear multiobject ive programming verifying similar properties as in the scalar case. We use the so-called "strongly proper optima" and we characterize such optima and its associated dual solutions by means of some complementary slackness cond itions. Moreover, the dual solutions can measure the sensitivity of the pri mal optima. (C) 1999 Elsevier Science Ltd. All rights reserved.