An Algorithm for Linearly-Constrained Piecewise Lexicographic Programming Problems

W. Ukovich, S. Pastore and A. Premoli
Additional contact information
W. Ukovich: Universitá di Trieste
S. Pastore: Universitá di Trieste
A. Premoli: Politecnico di Milano

Journal of Optimization Theory and Applications, 2001, vol. 111, issue 1, No 11, 195-226

Abstract: Abstract The linear piecewise lexicographic programming (LPWLGP) problem is a mathematical programming model with linear constraints and piecewise linear objective functions, arranged in a lexicographic hierarchy. Lexicographic spaces are introduced, and the differential properties of functions taking values in them are discussed. Necessary and sufficient optimality conditions for the LPWLGP problem are derived, and an algorithm based on them is formulated.

Keywords: Multiobjective optimization; lexicographic functions; piecewise-linear programming (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017583617249

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