A discussion of scalarization techniques for multiple objective integer programming

Matthias Ehrgott ()

Annals of Operations Research, 2006, vol. 147, issue 1, 343-360

Abstract: In this paper we consider solution methods for multiobjective integer programming (MOIP) problems based on scalarization. We define the MOIP, discuss some common scalarizations, and provide a general formulation that encompasses most scalarizations that have been applied in the MOIP context as special cases. We show that these methods suffer some drawbacks by either only being able to find supported efficient solutions or introducing constraints that can make the computational effort to solve the scalarization prohibitive. We show that Lagrangian duality applied to the general scalarization does not remedy the situation. We also introduce a new scalarization technique, the method of elastic constraints, which is shown to be able to find all efficient solutions and overcome the computational burden of the scalarizations that use constraints on objective values. Finally, we present some results from an application in airline crew scheduling as evidence. Copyright Springer Science + Business Media, LLC 2006

Keywords: Multiobjective optimization; Integer programming; Scalarization; Lagrangian duality; Elastic constraints; Crew scheduling (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (36)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10479-006-0074-z (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:annopr:v:147:y:2006:i:1:p:343-360:10.1007/s10479-006-0074-z

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10479

DOI: 10.1007/s10479-006-0074-z

Access Statistics for this article

Annals of Operations Research is currently edited by Endre Boros

More articles in Annals of Operations Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().