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An Interactive Heuristic Approach for Multi-Objective Integer-Programming Problems

Diaa Gabbani and Michael Magazine
The Journal of the Operational Research Society
Vol. 37, No. 3 (Mar., 1986), pp. 285-291
DOI: 10.2307/2582208
Stable URL: http://www.jstor.org/stable/2582208
Page Count: 7
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An Interactive Heuristic Approach for Multi-Objective Integer-Programming Problems
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Abstract

An interactive approach to solve the multi-objective integer-programming problem heuristically is described. The approach consists of two main parts. The first is an algorithm to guide the search for a set of weights to the objective functions which would produce the solution most preferred by the decision-maker given a linear utility function. The search area is successively decreased through an interaction process, with the decision-maker using a selection and contraction method. During each stage of this algorithm, a number of single integer-programming problems are solved heuristically. The motivation for this approach, along with some computational experimentation, is provided.

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