Duality theory and slackness conditions in multiobjective linear programming

Duality theory and slackness conditions in multiobjective linear programming

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Article ID: iaor20003047
Country: United Kingdom
Volume: 37
Issue: 4/5
Start Page Number: 101
End Page Number: 109
Publication Date: Mar 1999
Journal: Computers & Mathematics with Applications
Authors: , ,
Keywords: duality
Abstract:

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 the associated dual solutions by means of some complementary slackness conditions. Moreover, the dual solutions can measure the sensitivity of the primal optima.

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