An interactive approximation algorithm for multi-objective integer programs
| Autor: | Banu Lokman, Jyrki Wallenius, Murat Köksalan, Pekka Korhonen |
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| Rok vydání: | 2018 |
| Předmět: |
ta113
Mathematical optimization 021103 operations research General Computer Science Computer science Interactive algorithm 0211 other engineering and technologies Regular polygon Approximation algorithm 02 engineering and technology Management Science and Operations Research Set (abstract data type) Quasiconvex function Multi-objective integer programming Modeling and Simulation Bellman equation 0202 electrical engineering electronic engineering information engineering 020201 artificial intelligence & image processing Pairwise comparison Preference (economics) Integer (computer science) |
| Zdroj: | University of Portsmouth |
| ISSN: | 0305-0548 |
| DOI: | 10.1016/j.cor.2018.04.005 |
| Popis: | We develop an interactive algorithm that approximates the most preferred solution for any multi-objective integer program with a desired level of accuracy, provided that the decision maker's (DM's) preferences are consistent with a nondecreasing quasiconcave value function. Using pairwise comparisons of the DM, we construct convex cones and eliminate the inferior regions that are close to being dominated by the cones in addition to the regions dominated by the cones. The algorithm allows the DM to change the desired level of accuracy during the solution process. We test the performance of the algorithm on a set of multi-objective combinatorial optimization problems. It performs very well in terms of the quality of the solution found, the solution time, and the required preference information. |
| Databáze: | OpenAIRE |
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