Article ID: | iaor19972527 |
Country: | United Kingdom |
Volume: | 24 |
Issue: | 3 |
Start Page Number: | 259 |
End Page Number: | 273 |
Publication Date: | Mar 1997 |
Journal: | Computers and Operations Research |
Authors: | Lee Heeseok, Shi Yong |
Keywords: | programming: branch and bound, programming: multiple criteria |
This paper introduces a mathematical formulation of a binary integer linear program with multi-criteria and multi-constraint levels (MC2) by using the framework of MC2 linear programming. A branch-and-bound procedure is developed to solve such MC2 binary integer linear programming problems. In this branch-and-bound procedure, an MC2 linear programming problem is adopted for the relaxation of each subproblem in the branches. The upper bound of a subproblem is defined as the expected objective value of its relaxation problem having a probability distribution over parameters of multi-criteria and multi-constraint levels. A numerical example is used to demonstrate the applicability of the proposed method in solving MC2 binary-integer-linear programming problems.