Convex programming and the lexicographic multicriteria problem
作者:
A. Ben-Tal,
S. Zlobe,
期刊:
Mathematische Operationsforschung und Statistik. Series Optimization
(Taylor Available online 1977)
卷期:
Volume 8,
issue 1
页码: 61-73
ISSN:0323-3898
年代: 1977
DOI:10.1080/02331937708842406
出版商: Akademic-Verlag
数据来源: Taylor
摘要:
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.
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