An approach for solving nonlinear multi-objective separable discrete optimization problem with one constraint

An approach for solving nonlinear multi-objective separable discrete optimization problem with one constraint

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Article ID: iaor2006366
Country: Netherlands
Volume: 162
Issue: 2
Start Page Number: 503
End Page Number: 513
Publication Date: Apr 2005
Journal: European Journal of Operational Research
Authors: , ,
Keywords: decision theory: multiple criteria
Abstract:

We propose an exact solution approach for solving nonlinear multi-objective optimization problems with separable discrete variables with a single constraint. The approach converts the multi-objective problem into a single objective problem by using surrogate multipliers from which we find all the solutions with objective values within a given range. We call this the surrogate target problem which is solved by using an algorithm based on the modular approach. Computational experiments demonstrate the effectiveness of this approach in solving large-scale problems. A simple example is presented to illustrate an interactive decision making process.

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