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Multi-objective integer programming: A general approach for generating all non-dominated solutions

Melih Özlen and Meral Azizoglu

European Journal of Operational Research, 2009, vol. 199, issue 1, 25-35

Abstract: In this paper we develop a general approach to generate all non-dominated solutions of the multi-objective integer programming (MOIP) Problem. Our approach, which is based on the identification of objective efficiency ranges, is an improvement over classical [epsilon]-constraint method. Objective efficiency ranges are identified by solving simpler MOIP problems with fewer objectives. We first provide the classical [epsilon]-constraint method on the bi-objective integer programming problem for the sake of completeness and comment on its efficiency. Then present our method on tri-objective integer programming problem and then extend it to the general MOIP problem with k objectives. A numerical example considering tri-objective assignment problem is also provided.

Keywords: Multiple; objective; programming; Integer; programming (search for similar items in EconPapers)
Date: 2009
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European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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