Optimising a nonlinear utility function in multi-objective integer programming

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Date

2013-05-01

Author

Ozlen, Melih
Azizoğlu, Meral
Burton, Benjamin A.

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In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the optimal utility value. This is done using already known solutions, linear programming relaxations, utility function inversion, and integer programming. We develop a general optimisation algorithm for use with k objectives, and we illustrate our approach using a tri-objective integer programming problem.

Subject Keywords

Multiple objective optimisation, Integer programming, Nonlinear utility function

URI

https://hdl.handle.net/11511/38095

Journal

JOURNAL OF GLOBAL OPTIMIZATION

DOI

https://doi.org/10.1007/s10898-012-9921-4

Collections

Department of Industrial Engineering, Article

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Citation Formats

M. Ozlen, M. Azizoğlu, and B. A. Burton, “Optimising a nonlinear utility function in multi-objective integer programming,” JOURNAL OF GLOBAL OPTIMIZATION, pp. 93–102, 2013, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/38095.