Abstract
Equipped with some general theory on multicriteria optimization from Chapters 2 to 4, we address linear problems in this chapter. Linear problems are convex, therefore the strong results on convex problems obtained earlier are valid. But due to linearity even better results will be proved. The fundamental theorem here shows the equivalence of Pareto optimal and properly Pareto optimal solutions.
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© 2000 Springer-Verlag Berlin Heidelberg
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Ehrgott, M. (2000). Multicriteria Linear Programming. In: Multicriteria Optimization. Lecture Notes in Economics and Mathematical Systems, vol 491. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-22199-0_5
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DOI: https://doi.org/10.1007/978-3-662-22199-0_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-67869-4
Online ISBN: 978-3-662-22199-0
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