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Solving multi-objective network flow problems with an interior point method

Margarida Fonseca(margarid***at***inescc.pt)
Josť Rui Figureira(figueira***at***ist.utl.pt)
Mauricio G. C. Resende(mgcr***at***research.att.com)

Abstract: In this paper we present a primal-dual interior-point algorithm to solve a class of multi-objective network flow problems. More precisely, our algorithm is an extension of the single-objective primal-dual infeasible and inexact interior point method for multi-objective linear network flow problems. A comparison with standard interior point methods is provided and experimental results on bi-objective instances are reported in this paper as well. The multi-objective instances are converted into single objective problems with the help of an achievement function, which is particularly adequate for interactive decision-making methods.

Keywords: Interior point methods, Multi-objective network flows, Achievement functions, Decision-making

Category 1: Network Optimization

Category 2: Other Topics (Multi-Criteria Optimization )

Category 3: Linear, Cone and Semidefinite Programming (Linear Programming )

Citation: AT&T Labs Technical Report, AT&T Labs Research, Florham Park, NJ 07932, January 12, 2009.

Download: [PDF]

Entry Submitted: 01/12/2009
Entry Accepted: 01/12/2009
Entry Last Modified: 01/12/2009

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