Labeling algorithms for multiple objective integer knapsack problems

Authors:
José Rui Figueira;Gabriel Tavares;Margaret M. Wiecek
Affiliations:
CEG-IST, Center for Management Studies - Instituto Superior Técnico, TagusPark, Av. Cavaco Silva, 2780-990 Porto Salvo, Portugal;Rutcor, Rutgers University, 640 Bartholomew Road Piscataway, NJ 08854-8003, USA;Department of Mathematical Sciences, Clemson University, Clemson, SC 29634-1907, USA
Venue:
Computers and Operations Research
Year:
2010

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Abstract

The paper presents a generic labeling algorithm for finding all nondominated outcomes of the multiple objective integer knapsack problem (MOIKP). The algorithm is based on solving the multiple objective shortest path problem on an underlying network. Algorithms for constructing four network models, all representing the MOIKP, are also presented. Each network is composed of layers and each network algorithm, working forward layer by layer, identifies the set of all permanent nondominated labels for each layer. The effectiveness of the algorithms is supported with numerical results obtained for randomly generated problems for up to seven objectives while exact algorithms reported in the literature solve the multiple objective binary knapsack problem with up to three objectives. Extensions of the approach to other classes of problems including binary variables, bounded variables, multiple constraints, and time-dependent objective functions are possible.