Multi-objective integer programming: A general approach for generating all non-dominated solutions

2009-11-16
Oezlen, Melih
Azizoğlu, Meral
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 epsilon-constraint method. Objective efficiency ranges are identified by solving simpler MOIP problems with fewer objectives. We first provide the classical epsilon-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.

Citation Formats
M. Oezlen and M. Azizoğlu, “Multi-objective integer programming: A general approach for generating all non-dominated solutions,” EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, vol. 199, no. 1, pp. 25–35, 2009, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/43574.