An Exact Algorithm for Finding Extreme Supported Nondominated Points of Multiobjective Mixed Integer Programs

Ozgur Ozpeynirci and Murat Köksalan ()
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Murat Köksalan: Industrial Engineering Department, Middle East Technical University, Ankara 06531, Turkey

Management Science, 2010, vol. 56, issue 12, 2302-2315

Abstract: In this paper, we present an exact algorithm to find all extreme supported nondominated points of multiobjective mixed integer programs. The algorithm uses a composite linear objective function and finds all the desired points in a finite number of steps by changing the weights of the objective functions in a systematic way. We develop further variations of the algorithm to improve its computational performance and demonstrate our algorithm's performance on multiobjective assignment, knapsack, and traveling salesperson problems with three and four objectives.

Keywords: multiobjective optimization; nondominated points; exact algorithm (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:56:y:2010:i:12:p:2302-2315

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