Duality Results on Grey Linear Programming Problems

摘要

In this paper, a grey linear programming problem with grey coefficients is discussed. In particular, the duality results as one of the important results on linear programming with grey parameters is established. First, some definitions and concepts of Grey System Theory are introduced and then a dual problem is defined for the primal grey linear programming problem. In particular, for establishing the duality theory, the fundamental theorems and results, such as weak and strong duality and optimality condition is proved. The study emphasizes that the established results can be useful for providing a new approach to solve the dual problem directly on the primal simplex tableau.