The Linear Piecewise Lexicographic Programming (LPWLGP) problem is a
mathematical programming model with linear constraints and several piecewise
linear objective functions, arranged in a lexicographic hierarchy.
Lexicographic spaces are introduced, and the differential properties of
functions taking values in them are discussed. Necessary and sufficient
optimality conditions for the LPWLGP problem are derived, and an algorithm
based on them is formulated.
