Optimizing a linear function over an integer efficient set

被引：28
|
作者：
Abbas, Moncef [1 ]
Chaabane, Djamal [1 ]
机构：
[1] USTHB, Fac Math, Dept Operat Res, Algiers 16311, Algeria
来源：
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2006年 / 174卷 / 02期
关键词：
multi-objective optimization; discrete optimization; linear programming; efficient set;
D O I：
10.1016/j.ejor.2005.02.072
中图分类号：
C93 [管理学];
学科分类号：
12 ; 1201 ; 1202 ; 120202 ;
摘要：
In this paper, a method for optimizing a linear function over the integer Pareto-optimal set without having to determine all integer efficient solutions is presented. The proposed algorithm is based on a simple selection technique that improves the linear objective value at each iteration. Two types of cuts are performed successively until the optimal value is obtained and the current truncated region contains no integer feasible solution. (c) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：1140 / 1161
页数：22
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