An Algorithm for Linearly-Constrained Piecewise Lexicographic Programming Problems |
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| Authors: | Ukovich W. Pastore S. Premoli A. |
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| Affiliation: | (1) Dipartimento di Elettrotecnica, Elettronica e Informatica, Universitá di Trieste, Trieste, Italy;(2) Dipartimento di Elettrotecnica, Elettronica e Informatica, Universitá di Trieste, Trieste, Italy;(3) Dipartimento di Elettronica e Informazione, Politecnico di Milano, Milano, Italy |
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| 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. |
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| Keywords: | Multiobjective optimization lexicographic functions piecewise-linear programming |
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