Symmetric duality theory for linear goal programming
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 19 (3) , 373-396
- https://doi.org/10.1080/02331938808843354
Abstract
Linear goal programming (GP) is a widely used tool for dealing with problems involving multiple objectives. This paper aims to develope a new concept of duality for GP. In this concept the dual to a minsum GP problem is a GP problem and the dual to a lexicographic GP problem is a multidimensional lexicographic GP problem. We prove most of the typical dual relations including the saddle-point property and the formula for marginal values.Keywords
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