Multi-objective integer programming: A general approach for generating all non-dominated solutions |
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Authors: | Melih Özlen Meral Azizo?lu |
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Institution: | 1. Department of Industrial Engineering, Hacettepe University, Ankara 06800, Turkey;2. Department of Industrial Engineering, Middle East Technical University, Ankara 06531, Turkey |
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Abstract: | In this paper we develop a general approach to generate all non-dominated solutions of the multi-objective integer programming (MOIP) Problem. Our approach, which is based on the identification of objective efficiency ranges, is an improvement over classical ε-constraint method. Objective efficiency ranges are identified by solving simpler MOIP problems with fewer objectives. We first provide the classical ε-constraint method on the bi-objective integer programming problem for the sake of completeness and comment on its efficiency. Then present our method on tri-objective integer programming problem and then extend it to the general MOIP problem with k objectives. A numerical example considering tri-objective assignment problem is also provided. |
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Keywords: | Multiple objective programming Integer programming |
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