Lagrangian Duality for Multiobjective Programming Problems in Lexicographic Order

Abstract EN

This paper deals with a constraint multiobjective programming problem and its dual problem in the lexicographic order.

We establish some duality theorems and present several existence results of a Lagrange multiplier and a lexicographic saddle point theorem.

Meanwhile, we study the relations between the lexicographic saddle point and the lexicographic solution to a multiobjective programming problem.