Disjunctive Programming for Multiobjective Discrete Optimisation
Tolga Bektas (T.Bektassoton.ac.uk)
Abstract: In this paper, I view and present the multiobjective discrete optimisation problem as a particular case of disjunctive programming where one seeks to identify efficient solutions from within a disjunction formed by a set of systems. The proposed approach lends itself to a simple yet effective iterative algorithm that is able to yield the set of all nondominated points, both supported and nonsupported, for a multiobjective discrete optimisation problem. Each iteration of the algorithm is a series of feasibility checks and requires only one formulation to be solved to optimality that has the same number of integer variables as that of the single objective formulation of the problem. The application of the algorithm show that it is particularly effective, and superior to the state-of-the-art, when solving constrained multiobjective discrete optimisation problem instances.
Keywords: multiobjective optimisation; disjunctive programming; integer programming; cutting plane.
Category 1: Other Topics (Multi-Criteria Optimization )
Category 2: Integer Programming
Citation: University of Southampton, May 2016, Technical Report.
Entry Submitted: 05/14/2016
Modify/Update this entry
|Visitors||Authors||More about us||Links|
Search, Browse the Repository
Give us feedback
|Optimization Journals, Sites, Societies|