Geometric Duality in Multiple Objective Linear Programming

We develop in this article a geometric approach to duality in Multiple Objective Linear Programming. This approach is based on a very old idea, the duality of polytopes, which can be traced back to the old Greeks. We show that there is an inclusion reversing one-to-one map between the minimal faces of the image of the primal objective and the maximal faces of the image of the dual objective map.

• Type: Journal
• Year: 2008
• Where: SIAMJO
• Authors: Frank Heyde, Andreas Löhne
• Keywords: Dual Objective Map, Geometric Approach, Multiple Objective Linear, SIAMJO 2008