On duality in multiple objective linear programming
In this paper we present two approaches to duality in multiple objective linear programming. The first approach is based on a duality relation between maximal elements of a set and minimal elements of its complement. It offers a general duality scheme which unifies a number of known dual constructions and improves several existing duality relations. The second approach utilizes polarity between a convex polyhedral set and the epigraph of its support function. It leads to a parametric dual problem and yields strong duality relations, including those of geometric duality.
Year of publication: |
2011
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Authors: | Luc, Dinh The |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 210.2011, 2, p. 158-168
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Publisher: |
Elsevier |
Keywords: | Multiple objective linear problem Duality Normal cone |
Saved in:
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