| Article ID: | iaor19981447 |
| Country: | Netherlands |
| Volume: | 19 |
| Issue: | 5 |
| Start Page Number: | 201 |
| End Page Number: | 206 |
| Publication Date: | Nov 1996 |
| Journal: | Operations Research Letters |
| Authors: | Tind Jrgen, Ben-Tal Aharon |
| Keywords: | duality |
We consider an extension of a linear model studied by Gale, Kuhn and Tucker (GKT) for an optimization problem with multiple criteria and multiple right-hand sides (resources), in which the constraints are nonlinear convex functions. We establish a strong duality result for the above model, of which the GKT result is a special case.