Duality, Indifference and Sensitivity Analysis inr Multiple Objective Linear Programming

DOI10.1057/JORS.1974.108MaRDI QIDQ4053383zbMATH OpenOpenAlexFDO

Authors Jonathan S. H. Kornbluth

Publication date 1974

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1974.108

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Cited in

(32)

• Set-valued duality theory for multiple objective linear programs and application to mathematical finance
• On efficient sets in vector maximum problems - A brief survey
• Stability in vector maximization - a survey
• On fuzzy linear programming
• General communication schemes for multiobjective decision making
• Computational experience concerning payoff tables and minimum criterion values over the efficient set
• Duality for nonlinear multiple-criteria optimization problems
• Relaxation analysis in linear vectorvalued maximization
• An algorithm for the multiple objective integer linear programming problem
• Goal programming with linear fractional criteria
• Weak duality theorem and complementary slackness theorem for linear matrix programming problems
• Sensitivity analysis in MCDM using the weight space
• Reflections and observations on various approaches to strategic planning
• A generalized saddlepoint theory. Its application to duality theory for linear vector optimum problems
• Symmetric dual multiobjective programming
• Strictly feasible solutions and strict complementarity in multiple objective linear optimization
• Stability and sensitivity analysis in multiobjective nonlinear programming
• Set Optimization—A Rather Short Introduction
• Some results on dual vector optimization problems
• Engineering design: applications of goal programming and multiple objective linear and geometric programming‡
• Duality Theory in Inexact Multiobjective Programming
• Pareto set analysis: local measures of objective coupling in multiobjective design optimization
• Saddle points and duality in multi-objective programming
• Duality in vector optimization
• Linear multiple objective programs with zero–one variables
• A dual variant of Benson's ``outer approximation algorithm for multiple objective linear programming
• An analysis of some dual problems in multiobjective optimization (I)
• DEA nonradial efficiency based on vector properties
• On duality in multiple objective linear programming
• Relaxations and duality for multiobjective integer programming
• On the Pareto envelope for multiobjective optimization
• Conic set-valued maps in vector optimization

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