Duality theory for the matrix linear programming problem

DOI10.1016/0022-247X(84)90028-3zbMath0604.90122MaRDI QIDQ1083374

H. W. Corley

Publication date: 1984

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

symmetrydualityMultiple objective linear programminglinear vector maximizationmatrix linear programmingmatrix variables

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31)

Related Items (8)

Vector games with potential function ⋮ Strictly feasible solutions and strict complementarity in multiple objective linear optimization ⋮ Saddle points and scalarizing sets in multiple objective linear programming ⋮ Nondifferentiable multiobjective second-order symmetric duality ⋮ Some variations, extensions, and generalizations of Tucker’s theorems ⋮ On duality in multiple objective linear programming ⋮ Matrix Programming with Set-Inclusive Constraints and Objective Set ⋮ Technical note: Games with vector payoffs

Cites Work

• Unnamed Item
• Dualizing optimization problems in mathematical economics
• Linear programming with matrix variables
• Duality theory for maximizations with respect to cones
• Inverse programming and the linear vector maximization problem
• Proper efficiency and the theory of vector maximization
• Duality for Multiple Objective Convex Programs
• On some relations between a dual pair of multiple objective linear programs
• Algorithms for the vector maximization problem
• Technical Note—Proper Efficiency and the Linear Vector Maximum Problem

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