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Lexicographic Goal Programming

In lexicographic goal programming the objective functions are ordered according to their importance. Given this ordering the most important function is minimized first, then on the set of optimal solutions with respect to the first function the second function is minimized, and so on, until a unique solution is obtained or all the specified functions are minimized. This implies that goals of higher priority must be met before those of lower priority are considered; that is, a preference weight of positive infinity is assigned to a goal of higher priority compared to that of the goal of next-lower priority.

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