Duality theory and slackness conditions in multiobjective linear programming
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Cites work
- A duality theorem for a convex programming problem in order complete vector lattices
- Duality theory for infinite-dimensional multiobjective linear programming
- scientific article; zbMATH DE number 4029251 (Why is no real title available?)
- scientific article; zbMATH DE number 227635 (Why is no real title available?)
- scientific article; zbMATH DE number 3281211 (Why is no real title available?)
- On some relations between a dual pair of multiple objective linear programs
- Sensitivity analysis for convex multiobjective programming in abstract spaces
- The saddle point theorem of Kuhn and Tucker in ordered vector spaces
- Theory of multiobjective optimization
Cited in
(9)- Weak duality theorem and complementary slackness theorem for linear matrix programming problems
- Duality theory for infinite-dimensional multiobjective linear programming
- The balance space approach in optimization with Riesz spaces valued objectives. An application to financial markets.
- Strictly feasible solutions and strict complementarity in multiple objective linear optimization
- Balance set and Pareto solutions in linear space with application to ongoing optimal resource allocation, investment planning, production, and control problems with multiple objectives
- Duality, classification and slacks in DEA
- scientific article; zbMATH DE number 1360760 (Why is no real title available?)
- On duality in multiple objective linear programming
- Duality of nonscalarized multiobjective linear programs: dual balance, level sets, and dual clusters of optimal vectors.
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