An exact algorithm for finding extreme supported nondominated points of multiobjective mixed integer programs

Date

2010-12-01

Author

Özpeynirci, Özgür
Köksalan, Mustafa Murat

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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. © 2010 INFORMS.

Subject Keywords

Exact algorithm, Multiobjective optimization, Nondominated points

URI

https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=78650318900&origin=inward
https://hdl.handle.net/11511/106554

Journal

Management Science

DOI

https://doi.org/10.1287/mnsc.1100.1248

Collections

Department of Industrial Engineering, Article

Citation Formats

Ö. Özpeynirci and M. M. Köksalan, “An exact algorithm for finding extreme supported nondominated points of multiobjective mixed integer programs,” Management Science, vol. 56, no. 12, pp. 2302–2315, 2010, Accessed: 00, 2023. [Online]. Available: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=78650318900&origin=inward.