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Symmetric duality for lexicographic linear programming problems

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Ukrainian Mathematical Journal Aims and scope

Abstract

A symmetric pair of lexicographic linear-programming (LP) problems, connected by regular relations, is formulated for problems of multicriteria linear optimization. A duality theorem for improper linear-programming problems (ILPP) is constructed in terms of lexicographic optimization.

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Literature cited

  1. I. I. Eremin and N. N. Astaf'ev, Introduction to the Theory of Linear and Convex Programming [in Russian], Nauka, Moscow (1976).

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  2. S. N. Chernikov, Linear Inequalities [in Russian], Nauka, Moscow (1968).

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  3. I. I. Eremin, “Duality for improper problems of linear and convex programming,” Dokl. Akad. Nauk SSSR,256, No. 2, 272–276 (1981).

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Translated from Ukrainskii Maternaticheskii Zhurnal, Vol. 44, No. 6, pp. 766–773, June, 1992.

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Eremin, I.I. Symmetric duality for lexicographic linear programming problems. Ukr Math J 44, 690–696 (1992). https://doi.org/10.1007/BF01056948

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  • DOI: https://doi.org/10.1007/BF01056948

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