A new method for optimizing a linear function over the efficient set of a multiobjective integer program

Title: A new method for optimizing a linear function over the efficient set of a multiobjective integer program
Creator: Boland, Natashia; Charkhgard, Hadi; Savelsbergh, Martin
Relation: European Journal of Operational Research Vol. 260, Issue 3, p. 904-919
Publisher Link: http://dx.doi.org/10.1016/j.ejor.2016.02.037
Publisher: Elsevier
Resource Type: journal article
Date: 2017
Description: We present a new algorithm for optimizing a linear function over the set of efficient solutions of a multiobjective integer program (MOIP). The algorithm’s success relies on the efficiency of a new algorithm for enumerating the nondominated points of a MOIP, which is the result of employing a novel criterion space decomposition scheme which (1) limits the number of subspaces that are created, and (2) limits the number of sets of disjunctive constraints required to define the single-objective IP that searches a subspace for a nondominated point. An extensive computational study shows that the efficacy of the algorithm. Finally, we show that the algorithm can be easily modified to efficiently compute the nadir point of a multiobjective integer program.
Subject: multiobjective integer programming; nondominated points; extension of the L-shape search method; optimizing over the efficient set; Nadir point
Identifier: http://hdl.handle.net/1959.13/1387317
Identifier: uon:32581
Identifier: ISSN:0377-2217
Language: eng
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