Multi-Objective Integer Programming
by Melih Ozlen
Abstract: In this talk we discuss a method to generate all nondominated solutions of the Multi-Objective Integer Programming (MOIP)Problem. Our approach, which is based on the identification of
objective efficiency ranges, is an improvement over classical Îµ-constraint method. Objective efficiency ranges are identified by
solving simpler MOIP roblems with fewer objectives. We first provide the classical Îµ-constraint method on the Bi-Objective Integer Programming problem for the sake of completeness and
comment on its efficiency. Then we present our method on Tri-Objective Integer Programming problem and extend it to the general MOIP problem with k objectives. A numerical example considering Tri-Objective Assignment problem will also be discussed.
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