Optimising a nonlinear utility function in multi-objective integer programming

被引：6
|
作者：
Ozlen, Melih [1 ]
Azizoglu, Meral [2 ]
Burton, Benjamin A. [3 ]
机构：
[1] RMIT Univ, Sch Math & Geospatial Sci, Melbourne, Vic 3001, Australia
[2] Middle E Tech Univ, Dept Ind Engn, TR-06531 Ankara, Turkey
[3] Univ Queensland, Sch Math & Phys, Brisbane, Qld 4072, Australia
来源：
JOURNAL OF GLOBAL OPTIMIZATION | 2013年 / 56卷 / 01期
基金：
澳大利亚研究理事会;
关键词：
Multiple objective optimisation; Integer programming; Nonlinear utility function; COMBINATORIAL OPTIMIZATION; LINEAR FUNCTION; EXTREME-POINTS; EFFICIENT SET; OUTCOME SET; WEIGHT SET; ALGORITHM;
D O I：
10.1007/s10898-012-9921-4
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the optimal utility value. This is done using already known solutions, linear programming relaxations, utility function inversion, and integer programming. We develop a general optimisation algorithm for use with k objectives, and we illustrate our approach using a tri-objective integer programming problem.
引用
收藏
页码：93 / 102
页数：10
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