Weak duality theorem and complementary slackness theorem for linear matrix programming problems

Weak duality theorem and complementary slackness theorem for linear matrix programming problems

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Article ID: iaor1993759
Country: Netherlands
Volume: 11
Issue: 4
Start Page Number: 249
End Page Number: 252
Publication Date: May 1992
Journal: Operations Research Letters
Authors: ,
Abstract:

In this paper the authors present a weak duality theorem and a complementary slackness theorem, which were omitted from the duality theory of the Gale-Kuhn-Tucker matrix optimization problem. They also show that the results are closely related to the duality of multiple-criteria and multiple-constraint level (MC2) programming and the duality of multiobjective linear programming respectively.

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