Using cutting planes in an interactive reference point approach for multiobjective integer linear programming problems

Using cutting planes in an interactive reference point approach for multiobjective integer linear programming problems

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Article ID: iaor20003053
Country: Netherlands
Volume: 117
Issue: 3
Start Page Number: 565
End Page Number: 577
Publication Date: Sep 1999
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: integer
Abstract:

We propose an interactive approach for multiple objective integer linear programming (MOILP) problems that combines the use of the Tchebycheff metric with cutting plane techniques. At each interaction, the method computes the nondominated solution for the MOILP problem that is closest to a reference point according to the Tchebycheff metric. The information provided by the decision maker in each dialogue phase is used to adjust the next reference point through a sensivity analysis stage. Cutting plane techniques enable the method to take advantage of computations performed at previous iterations to solve the next scalarizing integer program. We address both theoretical issues and the computational implementation.

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