Generating efficient faces for multiobjective linear programming problems

Hela Masri, Saoussen Krichen and Adel Guitouni

International Journal of Operational Research, 2012, vol. 15, issue 1, 1-15

Abstract: In this paper, we propose a new method for generating the efficient solutions in multiobjective linear programming (MOLP) problems. An exact tree-based method is proposed to generate all the pareto set by adopting a bottom-up approach. This method is suitable for small- and medium-sized problems. For large-scaled problems, we develop a tabu search-based heuristic combined with a dichotomic exploration of the efficient set. This method generates potentially maximal efficient faces. The two methods are empirically compared. Experimental results show that the tree-based method ensures finding the entire efficient set in a reasonable central processing unit (CPU) time. Furthermore, the dichotomic TS method has a significant advantage for solving large-scaled instances of MOLP problems. It features good compromise between the central processing unit (CPU) time and the size of the generated efficient set.

Keywords: MOPL; multiobjective linear programming; efficient faces; efficient sets; decision space; tabu search. (search for similar items in EconPapers)
Date: 2012
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