ISSN:
1573-2878
Keywords:
Linear programming
;
multiple objectives
;
duality
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract In this note, we consider the following multiple-objective linear program: maxCx, such thatAx=b,x≧0, and its associated Isermann dual program: minUb, such thatUAW≤Cw, for now≧0. We give a simple proof of the known fact that, for every dual efficient pointU°, there is a primal efficient pointx°, such thatU°b=Cx°. Parts of the ingredients in this proof are useful in exploring the structure of the dual feasible set of function values {Ub¦UAw≤Cw, for now≧0}.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00935367
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