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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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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.