Duality theory for the matrix linear programming problem

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Multiple objective linear programming, also known as the linear vector maximization problem, has been studied by a number of authors. Neither the symmetry nor all the relationships of the duality theory of conventional linear programming, however, have been obtained in previous work. Such results are developed in this paper, which is most directly related to the work of \textit{H. Isermann} [Z. Oper. Res., Ser. A 22, 33-41 (1978; Zbl 0375.90049)], by regarding the variables to the matrices. Previous work on matrix linear programming [see \textit{B. D. Craven} and \textit{B. Mond}, Linear Algebra Appl. 38, 73-80 (1981; Zbl 0464.90052)] has been restricted to a scalar objective function and differs substantially from that presented here.











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