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A dual-based algorithm for solving lexicographic multiple objective programs. (English) Zbl 1102.90063
Summary: We propose an algorithm for solving lexicographic multiple objective programs based upon duality theorem. In the existing algorithm, we should solve several linear programming problems (LPPs); therefore if, in particular, there are several objective functions, this method is not worthwhile from the viewpoint of computation. But in our new algorithm we just solve one LPP.

90C30Nonlinear programming
90C46Optimality conditions, duality
Full Text: DOI
[1] Bazaraa, M. S.; Jarvis, J. J.; Sherali, H. D.: Linear programming and network flows. (1990) · Zbl 0722.90042
[2] Murty, K. G.: Linear programming. (1983) · Zbl 0521.90071
[3] Sherali, H. D.: Equivalent weights for lexicographic multiple objective programs: characterizations and computations. European journal of operational research 11, No. 4, 367-379 (1982) · Zbl 0494.90071
[4] Sherali, H. D.; Soyester, A. L.: Preemptive and nonpreemptive multi-objective programs: relationships and counter-example. Journal of optimization theory and applications 39, No. 2, 173-186 (1983) · Zbl 0481.49029