Abstract: In the paper a multicriteria problem of lexicographic optimization with convex functions of the criteria on the feasible set described by linear restrictions is considered. One of the possible approaches to the solution of the multicriteria problem of lexicographic optimization is suggested. The approach combines the ideas of methods of feasible directions and linearization. A solution algorithm has been built and proved; some illustrating examples have been given.

Keywords: multicriteria problem, vector criterion, lexicographic optimization, feasible directions, linearization

ACM Classification Keywords: G 1.6 Optimization.

Link:

Solution Algorithm of Multicriteria Problems of Lexicographic Optimization with Convex Criteria Functions

Natalia Semenova, Maria Lomaha, Victor Semenov

http://www.foibg.com/ijita/vol21/ijita21-03-p05.pdf