A Theory of Lexicographic Multi-Criteria Optimization. Rentmeesters, M., Tsai, W., & Lin, K. In Proceedings of ICECCS '96: 2nd IEEE International Conference on Engineering of Complex Computer Systems (Held Jointly with 6th CSESAW and 4th IEEE RTAW), pages 76–79.
A Theory of Lexicographic Multi-Criteria Optimization [link]Paper  doi  abstract   bibtex   
The field of multi-criteria optimization is reviewed as it pertains to lexicographic optimization over real-valued vector spaces. How lexicographic optimization differs from multi-criteria optimization that is restricted to proper Pareto optima is explained. Through a survey of previous work, it is revealed that there are currently no generally applicable methods for solving lexicographic optimization problems, and it is explained that this is due to the lack of an adequate mathematical theory for such problems. A more adequate mathematical theory is then presented for lexicographic optimization in this paper.
@inproceedings{rentmeestersTheoryLexicographicMulticriteria1996,
  title = {A Theory of Lexicographic Multi-Criteria Optimization},
  booktitle = {Proceedings of {{ICECCS}} '96: 2nd {{IEEE International Conference}} on {{Engineering}} of {{Complex Computer Systems}} (Held Jointly with 6th {{CSESAW}} and 4th {{IEEE RTAW}})},
  author = {Rentmeesters, M.J. and Tsai, W.K. and Kwei-Jay Lin},
  date = {1996-10},
  pages = {76--79},
  doi = {10.1109/ICECCS.1996.558386},
  url = {https://doi.org/10.1109/ICECCS.1996.558386},
  abstract = {The field of multi-criteria optimization is reviewed as it pertains to lexicographic optimization over real-valued vector spaces. How lexicographic optimization differs from multi-criteria optimization that is restricted to proper Pareto optima is explained. Through a survey of previous work, it is revealed that there are currently no generally applicable methods for solving lexicographic optimization problems, and it is explained that this is due to the lack of an adequate mathematical theory for such problems. A more adequate mathematical theory is then presented for lexicographic optimization in this paper.},
  eventtitle = {Proceedings of {{ICECCS}} '96: 2nd {{IEEE International Conference}} on {{Engineering}} of {{Complex Computer Systems}} (Held Jointly with 6th {{CSESAW}} and 4th {{IEEE RTAW}})},
  keywords = {~INRMM-MiD:z-PSNXFBCP,aggregated-indices,lexicographic-optimisation,lexicographic-ranking,multi-criteria-decision-analysis,multiplicity,weighting}
}

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