A binary integer linear program with multi-criteria and multi-constraint levels

A binary integer linear program with multi-criteria and multi-constraint levels

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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: ,
Keywords: programming: branch and bound, programming: multiple criteria
Abstract:

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.

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