An Exact Algorithm for Finding Extreme Supported Nondominated Points of Multiobjective Mixed Integer Programs

An Exact Algorithm for Finding Extreme Supported Nondominated Points of Multiobjective Mixed Integer Programs

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Article ID: iaor20108819
Volume: 56
Issue: 12
Start Page Number: 2302
End Page Number: 2315
Publication Date: Dec 2010
Journal: Management Science
Authors: ,
Keywords: programming: integer, programming: assignment
Abstract:

In this paper, we present an exact algorithm to find all extreme supported nondominated points of multiobjective mixed integer programs. The algorithm uses a composite linear objective function and finds all the desired points in a finite number of steps by changing the weights of the objective functions in a systematic way. We develop further variations of the algorithm to improve its computational performance and demonstrate our algorithm's performance on multiobjective assignment, knapsack, and traveling salesperson problems with three and four objectives.

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