An Exact Algorithm for Finding Extreme Supported Nondominated Points of Multiobjective Mixed Integer Programs
Özgür Özpeynirci, Murat Köksalan
Management Science · 2010 · Volume 56 · Issue 12
Abstract
In this paper, we present an exact algorithm to find all extreme supported nondominated points of multiobjective mixed integer programs. The algorithm uses a composite linear objective function and finds all the desired points in a finite number of steps by changing the weights of the objective functions in a systematic way. We develop further variations of the algorithm to improve its computational performance and demonstrate our algorithm's performance on multiobjective assignment, knapsack, and traveling salesperson problems with three and four objectives.
Keywords
multiobjective optimization, nondominated points, exact algorithm
Enable JavaScript for citation tools and additional paper interactions.