On the Lexicographic Centre of Multiple Objective Optimization

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.

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Acknowledgments

We thank Dr. Irinel C. Dragan for his helpful comments and suggestions

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Correspondence to Shitao Yang.

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Communicated by Irinel C. Dragan.

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Jiangao, Z., Yang, S. On the Lexicographic Centre of Multiple Objective Optimization. J Optim Theory Appl 168, 600–614 (2016). https://doi.org/10.1007/s10957-015-0810-0

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Keywords

  • Multiple objective programming
  • Lexicographic order
  • Lexicographic centre
  • Efficient solution
  • Image set
  • \(\theta \)-image set

Mathematics Subject Classification

  • 49M29
  • 65K05
  • 90C05
  • 90C29
  • 90C47