Duality theory and slackness conditions in multiobjective linear programming

✍ Scribed by A. Balbas; P. Jimenez; A. Heras

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 575 KB
• Volume: 37
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/s0898-1221(99)00062-0

✦ Synopsis

The aim of this paper is to develop a duality theory for linear multiobjective 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 conditions. Moreover, the dual solutions can measure the sensitivity of the primal optima.