An Exact Algorithm for Finding Extreme Supported Nondominated Points of Multiobjective Mixed Integer Programs

Authors:
Özgür Özpeynirci;Murat Köksalan
Affiliations:
Department of Logistics Management, Izmir University of Economics, Izmir 35330, Turkey;Industrial Engineering Department, Middle East Technical University, Ankara 06531, Turkey
Venue:
Management Science
Year:
2010

Citing 6
Cited 0

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Abstract

In this paper, we present an exact algorithm to find all extreme supported nondominated points of multiobjective mixed integer programs. The algorithm uses a composite linear objective function and finds all the desired points in a finite number of steps by changing the weights of the objective functions in a systematic way. We develop further variations of the algorithm to improve its computational performance and demonstrate our algorithm's performance on multiobjective assignment, knapsack, and traveling salesperson problems with three and four objectives.