Convex programming and the lexicographic multicriteria problem
- 1 January 1977
- journal article
- research article
- Published by Taylor & Francis in Mathematische Operationsforschung und Statistik. Series Optimization
- Vol. 8 (1) , 61-73
- https://doi.org/10.1080/02331937708842406
Abstract
Mathematical programming formulation of the convex lexicographic multi-criteria problems typically lacks a constraint qualification. Therefore the classical Kuhn-tucker theory fails to characterize their optimal solutions. Furthermore, numerical methods for solving the lexicographic problems are virtually nonexistent. This paper shows that using a recent theory of convex programming, which is free of a constraint qualification assumption, it is possible both to characterize and to calculate the optimal solutions of the convex lexicographic problem.Keywords
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