An Interactive Heuristic Approach for Multi-Objective Integer-Programming Problems |
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Authors: | Diaa Gabbani Michael Magazine |
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Affiliation: | 1.ORIAC International, Downsview, Ontario,;2.Department of Management Sciences,University of Waterloo,Ontario,Canada |
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Abstract: | An interactive approach to solve the multi-objective integer-programming problem heuristically is described. The approach consists of two main parts. The first is an algorithm to guide the search for a set of weights to the objective functions which would produce the solution most preferred by the decision-maker given a linear utility function. The search area is successively decreased through an interaction process, with the decision-maker using a selection and contraction method. During each stage of this algorithm, a number of single integer-programming problems are solved heuristically. The motivation for this approach, along with some computational experimentation, is provided. |
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