Article ID: | iaor201113067 |
Volume: | 18 |
Issue: | 1-2 |
Start Page Number: | 65 |
End Page Number: | 75 |
Publication Date: | Jan 2011 |
Journal: | Journal of Multi-Criteria Decision Analysis |
Authors: | Scholz Daniel |
Keywords: | heuristics, optimization, programming: branch and bound, location |
Using a geometric branch-and-bound technique, my goal in this paper is to compute a sharp outer approximation of all Pareto-optimal solutions in multicriteria optimization problems. To this end, I propose some general further discarding tests that are based on the Fritz John necessary conditions for Pareto optimality. The branch-and-bound solution method as well as the general further discarding tests leads to a very useful tool especially for multicriteria facility location problems. Therefore, my suggested approach is demonstrated on some multicriteria facility location problems with excellent numerical results.