Convex Programming and the Lexicographic Multicriteria Problem.

摘要

Lexicographic multicriteria problems are treated by solving successively appropriate mathematical programming problems. These mathematical programs typically lack constraint qualification. Accordingly, the classical Kuhn-Tucker optimality conditions and algorithms based on them are not applicable in this situation. However a recently developed theory of convex programming without a constraint qualification is applicable and it is used here to derive necessary and sufficient optimality conditions for convex lexicographic problems. Also a computational procedure is described.