An interactive method for 0-1 multiobjective problems using Simulated Annealing and Tabu Search

This paper presents an interactive method for solving general 0-1 multiobje ctive linear programs using Simulated Annealing and Tabu Search. The intera ctive protocol with the decision maker is based on the specification of res ervation levels for the objective function values. These reservation levels narrow the scope of the search in each interaction in order to identify re gions of major interest to the decision maker. Metaheuristic approaches are used to generate potentially nondominated solutions in the computational p hases. Generic versions of Simulated Annealing and Tabu Search for 0-1 sing le objective linear problems were developed which include a general routine for repairing unfeasible solutions. This routine improves significantly th e results of single objective problems and, consequently, the quality of th e potentially nondominated solutions generated for the multiobjective probl ems. Computational results and examples are presented.