Cutting plane method for multiple objective stochastic integer linear programming

This paper grapples with the problem of incorporating integer variables in the constraints of a multiple objective stochastic linear program (MOSLP). After representing uncertain aspirations of the decision maker by converting the original problem into a deterministic multiple objective integer line...

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Veröffentlicht in:European journal of operational research Jg. 168; H. 3; S. 967 - 984
Hauptverfasser: Abbas, Moncef, Bellahcene, Fatima
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Amsterdam Elsevier B.V 01.02.2006
Elsevier
Elsevier Sequoia S.A
Schriftenreihe:European Journal of Operational Research
Schlagworte:
L-shaped decomposition method
Linear programming
Multiple objective integer programming
Operations research
Stochastic models
Stochastic programming by recourse
Studies
L-shaped decomposition method
Multiple objective integer programming
Stochastic programming by recourse
ISSN:0377-2217, 1872-6860
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung:This paper grapples with the problem of incorporating integer variables in the constraints of a multiple objective stochastic linear program (MOSLP). After representing uncertain aspirations of the decision maker by converting the original problem into a deterministic multiple objective integer linear program (MOILP), a cutting plane technique may be used to compute all the efficient solutions of the last model leaving the decision maker to choose a solution according to his preferences. A numerical example is also included for illustration.
Bibliographie:SourceType-Scholarly Journals-1
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content type line 14
ISSN:0377-2217
1872-6860
DOI:10.1016/j.ejor.2002.11.006