Disjunctive Programming for Multiobjective Discrete Optimisation

Tolga Bektaş ()
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Tolga Bektaş: Southampton Business School, Centre for Operational Research, Management Science and Information Systems (CORMSIS), University of Southampton, Southampton, SO17 1BJ, United Kingdom

INFORMS Journal on Computing, 2018, vol. 30, issue 4, 625-633

Abstract: In this paper, I view and present the multiobjective discrete optimisation problem as a particular case of disjunctive programming where one seeks to identify efficient solutions from within a disjunction formed by a set of systems. The proposed approach lends itself to a simple yet effective iterative algorithm that is able to yield the set of all nondominated points, both supported and nonsupported, for a multiobjective discrete optimisation problem. Each iteration of the algorithm is a series of feasibility checks and requires only one formulation to be solved to optimality that has the same number of integer variables as that of the single objective formulation of the problem. The application of the algorithm shows that it is particularly effective when solving constrained multiobjective discrete optimisation problem instances. The online supplement is available at https://doi.org/10.1287/ijoc.2017.0804 .

Keywords: multiobjective optimisation; disjunctive programming; integer programming (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:orijoc:v:30:y:2018:i:4:p:625-633

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