Optimising a nonlinear utility function in multi-objective integer programming View Full Text


Ontology type: schema:ScholarlyArticle      Open Access: True


Article Info

DATE

2013-05

AUTHORS

Melih Ozlen, Meral Azizoğlu, Benjamin A. Burton

ABSTRACT

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. More... »

PAGES

93-102

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10898-012-9921-4

DOI

http://dx.doi.org/10.1007/s10898-012-9921-4

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1051368595


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143 https://www.grid.ac/institutes/grid.6935.9 schema:alternateName Middle East Technical University
144 schema:name Department of Industrial Engineering, Middle East Technical University, 06531, Ankara, Turkey
145 rdf:type schema:Organization
 




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