An algorithm for optimizing a linear function over an integer efficient set

Optimizing a linear function over the efficient set of a multiobjective integer linear programming (MOILP) problem is a topic of unquestionable practical as well as mathematical interest within the field of multiple criteria decision making. As known, those problems are particularly difficult to dea...

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Vydáno v:European journal of operational research Ročník 195; číslo 1; s. 98 - 103
Hlavní autor: Jorge, Jesús M.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Amsterdam Elsevier B.V 16.05.2009
Elsevier
Elsevier Sequoia S.A
Edice:European Journal of Operational Research
Témata:
Algorithms
Applied sciences
Exact sciences and technology
Integer programming
Linear programming
Mathematical programming
Multiple criteria decision making
Multiple objective programming
Multiple objective programming Optimization over the efficient set Integer programming
Operational research and scientific management
Operational research. Management science
Optimization algorithms
Optimization over the efficient set
Studies
Integer programming
Optimization over the efficient set
Multiple objective programming
Multicriteria analysis
Decision making
Multiobjective programming
Linear programming
Convex programming
Optimization
ISSN:0377-2217, 1872-6860
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Popis
Shrnutí:Optimizing a linear function over the efficient set of a multiobjective integer linear programming (MOILP) problem is a topic of unquestionable practical as well as mathematical interest within the field of multiple criteria decision making. As known, those problems are particularly difficult to deal with due to the discrete nature of the efficient set, which is not explicitly known, nor a suitable implicit description is available. In this work an exact algorithm is presented to optimize a linear function over the efficient set of a MOILP. The approach here proposed defines a sequence of progressively more constrained single-objective integer problems that successively eliminates undesirable points from further consideration. The algorithm has been coded in C Sharp, using CPLEX solver, and computational experiments have been undertaken in order to analyze performance properties of the algorithm over different problem instances randomly generated.
Bibliografie:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0377-2217
1872-6860
DOI:10.1016/j.ejor.2008.02.005