Set-valued duality theory for multiple objective linear programs and application to mathematical finance.
Frank HeydeAndreas LöhneChristiane TammerPublished in: Math. Methods Oper. Res. (2009)
Keyphrases
- linear program
- linear programming
- set valued
- multiple objectives
- linear programming problems
- multi objective
- column generation
- simplex method
- np hard
- simplex algorithm
- primal dual
- evolutionary algorithm
- dynamic programming
- special case
- variational inequalities
- interior point methods
- optimal solution
- genetic algorithm
- machine learning
- neural network