 A new method for optimizing a linear function over the efficient set of a multiobjective integer programNatashia Boland, Hadi Charkhgard and Martin Savelsbergh European Journal of Operational Research, 2017, vol. 260, issue 3, 904-919 Abstract: 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. Keywords: Multiobjective integer programming; Nondominated points; Extension of the L-shape search method; Optimizing over the efficient set; Nadir point (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:260:y:2017:i:3:p:904-919 DOI: 10.1016/j.ejor.2016.02.037 Access Statistics for this article European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati More articles in European Journal of Operational Research from Elsevier |
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