Lexicographic duality in linear optimization

Publication date 21 February 1993

lexicographic duality lexicographic maximization multicriterial linear optimization

Linear programming (90C05) Multi-objective and goal programming (90C29)

[For the entire collection see Zbl 0746.00074.] By lexicographic maximization of the system of functions \(\{f_ i(x)\}^ k_ 0\) on a set \(M\) corresponding to a permutation \(p=\{i_ 0,\dots,i_ k\}\) of indices \(0,1,\dots,k\), we mean the following problem: Find \(\tilde x\in M\) such that the vector \(\bigl(f_{i_ 0}(\tilde x),\dots,f_{i_ k}(\tilde x)\bigr)\) is a lexicographic maximum with respect to the permutation \(p\) on the set \(y=\bigl\{(y_ 0,\dots,y_ k)\mid y_ t=f_{i_ t}(x),\;x\in M,\;t=0,\dots,k\bigr\}\). The author develops lexicographic duality in the case in which \(f_ i(x)\) are linear functions and \(M=\bigl\{x\mid Ax\leq b_ 0+\sum^ \ell_{j=1} r_ j b_ j,\;x\geq 0\bigr\}\), where \(r_ j>0\), \(j=1,\dots,\ell\) are positive parameters.

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