MultiGen: an integrated multiple-objective solution system

The paper presents an overview of a global multiple-objective and goal programming system capable of rigorously handling a wide variety of multiple-objective programming models. The system has two efficient solution engines that complement one another. These are an intelligent conventional optimisation system and a genetically driven heuristic search-based solver. The development of a linear and nonlinear sparse storage system capable of handling additional multiple-objective factors such as priority levels, goals, objectives, and upper and lower bounds is described. An appropriate input/output style for multiple-objective programmes is given. The resulting package provides an efficient and user-friendly environment for the interactive solution and analysis of a wide variety of multiple-objective programming models.