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

delete2009-05-01
delete53
PRE
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J
Jesús M. Jorge *
DOI:10.1016/j.ejor.2008.02.005delete
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摘要

摘要

En 中文
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. (c) 2008 Elsevier B.V. All rights reserved.
Keyword:
Multiple objective programming
Optimization over the efficient set
Integer programming
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期刊

European Journal of Operational Research 封面图
European Journal of Operational Research
IF:
6
论文数:
2.2W
被引数:
6.4W

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