Algorithm robust for the bicriteria discrete optimization problem

Panos Kouvelis and Serpil Sayın ()

Annals of Operations Research, 2006, vol. 147, issue 1, 85 pages

Abstract: We apply Algorithm Robust to various problems in multiple objective discrete optimization. Algorithm Robust is a general procedure that is designed to solve bicriteria optimization problems. The algorithm performs a weight space search in which the weights are utilized in min-max type subproblems. In this paper, we experiment with Algorithm Robust on the bicriteria knapsack problem, the bicriteria assignment problem, and the bicriteria minimum cost network flow problem. We look at a heuristic variation that is based on controlling the weight space search and has an indirect control on the sample of efficient solutions generated. We then study another heuristic variation which generates samples of the efficient set with quality guarantees. We report results of computational experiments. Copyright Springer Science + Business Media, LLC 2006

Keywords: Multiple objective optimization; Robust optimization; Efficient set; Bicriteria discrete optimization (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10479-006-0062-3

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