Algorithm robust for the bicriteria discrete optimization problem |
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Authors: | Panos Kouvelis Serpil Say?n |
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Institution: | 1. Washington University, Olin School of Business, 1 Brookings Drive, St. Louis, MO, 63130, USA 2. Ko? University, College of Administrative Sciences and Economics, ?stanbul, Sar?yer, 34450, Turkey
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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. |
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Keywords: | Multiple objective optimization Robust optimization Efficient set Bicriteria discrete optimization |
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