Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9663955 | European Journal of Operational Research | 2005 | 11 Pages |
Abstract
We propose an exact solution approach for solving nonlinear multi-objective optimization problems with separable discrete variables and a single constraint. The approach converts the multi-objective problem into a single objective problem by using surrogate multipliers from which we find all the solutions with objective values within a given range. We call this the surrogate target problem which is solved by using an algorithm based on the modular approach. Computational experiments demonstrate the effectiveness of this approach in solving large-scale problems. A simple example is presented to illustrate an interactive decision making process.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Yuriko Isada, Ross J.W. James, Yuji Nakagawa,