Preprint / Version 1

Resolving Ambiguity in Multi-objective Linear Programming

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DOI:

https://doi.org/10.31224/8770

Keywords:

multi-objective linear programming, Hurwicz criterion, linear programming

Abstract

We show that for multi-objective linear programming problems, maximizing the Hurwicz criterion when the pessimism index is greater than half, is equivalent to solving a related linear programming problem.

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Author Biography

Somdeb Lahiri, (Formerly) PD Energy University (EU-G)

I retired on superannuation as Professor of Economics from PD Energy University (PDEU) on June 5, 2022.

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Posted

2026-11-10

License

Copyright (c) 2026 Somdeb Lahiri

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.