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2010-11-01 - Article/Dans un journal avec peer-review - Anglais - 13 page(s)

Chaabane D., Pirlot Marc , "A method for optimizing over the efficient set" in Journal of Industrial and Management Optimization, 6, 4, 811-823, 2010

  • Edition : American Institute of Mathematical Sciences (MO)
  • Codes CREF : Modèles mathématiques d'aide à la décision (DI1151), Mathématiques (DI1100), Recherche opérationnelle (DI1150)
  • Unités de recherche UMONS : Mathématique et Recherche opérationnelle (F151)
Texte intégral :

Abstract(s) :

(Anglais) In this paper, we are interested in optimizing a linear function on the set of efficient solutions of a Multiple Objective Integer Linear Programming problem (MOILP ). We propose an exact algorithm for maximizing a linear function denoted f on the set of efficient solutions of a MOILP problem without having to enumerate explicitly all the elements of this set. Two techniques are used: the first is to reduce progressively the admissible domain by adding more constraints eliminating all the dominated points by the current solution; the second, when the new solution obtained by maximizing the function f in the reduced area is not efficient, an exploration procedure is applied over the edges incident to this solution in order to find new alternative efficient solutions if they exist. The algorithm produces not only an optimal value of the linear function but also a subset of non-dominated solutions in the direction of f that can be helpful in the practice.