Sc. Narula et V. Vassilev, AN INTERACTIVE ALGORITHM FOR SOLVING MULTIPLE-OBJECTIVE INTEGER LINEAR-PROGRAMMING PROBLEMS, European journal of operational research, 79(3), 1994, pp. 443-450
Citations number
14
Categorie Soggetti
Management,"Operatione Research & Management Science
We propose a reference direction based interactive algorithm to solve
multiple objective integer linear programming (MOILP) problems. At eac
h iteration of the solution procedure, the algorithm finds (weak) nond
ominated solutions to the relaxed MOILP problem. Only at certain itera
tions, if the DM so desires, an additional mixed integer programming p
roblem is solved to find an integer (weak) nondominated solution which
is close to the current continuous (weak) nondominated solution to th
e relaxed MOILP problem. In the proposed algorithm, DM has to provide
only the reference point at each iteration. No special software is req
uired to implement the proposed algorithm. The algorithm is illustrate
d with an example.