Abstract
It is shown that finding a solution to a linear vector optimization problem which is efficient with respect to the constraints as well as to the objectives is equivalent to solving a single linear program.
References
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The research of this author was supported by NSF Grant DCR74-20584.
The research of this author was partially supported by Canada Council Grant W760467.
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Mangasarian, O.L., Sutherland, W.R.S. Solution of the linear inverse vector optimization problem by a single linear program. Mathematical Programming 15, 232–235 (1978). https://doi.org/10.1007/BF01609024
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DOI: https://doi.org/10.1007/BF01609024