On the Lexicographic Centre of Multiple-Objective Optimization | Weatherhead School at Case Western Reserve University

On the Lexicographic Centre of Multiple-Objective Optimization

On the Lexicographic Centre of Multiple-Objective Optimization

Authors

  • Jiangao Zhang
  • Shitao Yang

Published

Journal of Optimization Theory and Applications, vol. 168, issue 2, pp. 600-614, February 2016

Website

http:// link.springer.com/article/10.1007%2Fs10957-015-0810-0

Abstract

We study the lexicographic centre of multiple objective optimization. Analysing the lexicographic-order properties yields the result that, if the multiple objective programming’s lexicographic centre is not empty, then it is a subset of all efficient solutions. It exists if the image set of multiple objective programming is bounded below and closed. The multiple objective linear programming’s lexicographic centre is nonempty if and only if there exists an efficient solution to the multiple objective linear programming. We propose a polynomial-time algorithm to determine whether there is an efficient solution to multiple objective linear programming, and we solve the multiple objective linear programming’s lexicographic centre by calculating at most the same number of dual linear programs as the number of objective functions and a system of linear inequalities.