Article ID: | iaor20023465 |
Country: | Netherlands |
Volume: | 6 |
Issue: | 3 |
Start Page Number: | 385 |
End Page Number: | 403 |
Publication Date: | Aug 2000 |
Journal: | Journal of Heuristics |
Authors: | Clmaco Joo, Alves Maria Joo |
Keywords: | programming: multiple criteria, optimization: simulated annealing |
This paper presents an interactive method for solving general 0–1 multiobjective linear programs using Simulated Annealing and Tabu Search. The interactive protocol with the decision maker is based on the specification of reservation levels for the objective function values. These reservation levels narrow the scope of the search in each interaction in order to identify regions of major interest to the decision maker. Metaheuristic approaches are used to generate potentially nondominated solutions in the computational phases. Generic versions of Simulated Annealing and Tabu Search for 0–1 single objective linear problems were developed which include a general routine for repairing unfeasible solutions. This routine improves significantly the results of single objective problems and, consequently, the quality of the potentially nondominated solutions generated for the multiobjective problems. Computational results and examples are presented.