An interactive algorithm to find the most preferred solution of multi-objective integer programs

Banu Lokman, Murat Koksalan, Pekka J. Korhonen, Jyrki Wallenius

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we develop an interactive algorithm that finds the most preferred solution of a decision maker (DM) for multi-objective integer programming problems. We assume that the DM’s preferences are consistent with a quasiconcave value function unknown to us. Based on the properties of quasiconcave value functions and pairwise preference information obtained from the DM, we generate constraints to restrict the implied inferior regions. The algorithm continues iteratively and guarantees to find the most preferred solution for integer programs. We test the performance of the algorithm on multi-objective assignment, knapsack, and shortest path problems and show that it works well.
Original languageEnglish
Pages (from-to)67–95
JournalAnnals of Operations Research
Volume245
Issue number1-2
Early online date11 Feb 2014
DOIs
Publication statusPublished - Oct 2016

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