extension of the l-shape search method

A New Method for Optimizing a Linear Function over the Efficient Set of a Multiobjective Integer Program

  • Natashia Boland
  • Hadi Charkhgard
  • Martin Savelsbergh
    • Categories Integer Programming, Multi-Criteria Optimization Tags , , , ,

    We present a new algorithm for optimizing a linear function over the set of efficient solutions of a multiobjective integer program MOIP. The algorithm’s success relies on the efficiency of a new algorithm for enumerating the nondominated points of a MOIP, which is the result of employing a novel criterion space decomposition scheme which (1) … Read more