An algorithm for linearly-constrained piecewise lexicographic programming problems

Authors
Ukovich, W Pastore, S Premoli, A
Citation
W. Ukovich et al., An algorithm for linearly-constrained piecewise lexicographic programming problems, J OPTIM TH, 111(1), 2001, pp. 195-226
Citations number
15
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN journal
00223239 → ACNP
Volume
111
Issue
1
Year of publication
2001
Pages
195 - 226
Database
ISI
SICI code
0022-3239(200110)111:1<195:AAFLPL>2.0.ZU;2-O
Abstract
The linear piecewise lexicographic programming (LPWLGP) problem is a mathem atical programming model with linear constraints and piecewise linear objec tive 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 formulate d.