Optimising a nonlinear utility function in multi-objective integer programming

Ozlen, M, Azizoglu, M and Burton, B 2013, 'Optimising a nonlinear utility function in multi-objective integer programming', Journal of Global Optimization, vol. 56, no. 1, pp. 93-102.


Document type: Journal Article
Collection: Journal Articles

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Title Optimising a nonlinear utility function in multi-objective integer programming
Author(s) Ozlen, M
Azizoglu, M
Burton, B
Year 2013
Journal name Journal of Global Optimization
Volume number 56
Issue number 1
Start page 93
End page 102
Total pages 10
Publisher Springer
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.
Subject Operations Research
Optimisation
Applied Discrete Mathematics
Keyword(s) Integer programming
multiple objective optimisation
nonlinear utility function
DOI - identifier 10.1007/s10898-012-9921-4
Copyright notice © Springer Science+Business Media, LLC. 2012
ISSN 0925-5001
Additional Notes This is a post-peer-review, pre-copyedit version of an article published in Journal of Global Optimization. The final authenticated version is available online at: http://dx.doi.org/10.1007/s10898-012-9921-4.
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