An interactive approximation algorithm for multi-objective integer programs

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An interactive approximation algorithm for multi-objective integer programs. / Lokman, Banu; Köksalan, Murat; Korhonen, Pekka J.; Wallenius, Jyrki.

In: Computers and Operations Research, Vol. 96, 01.08.2018, p. 80-90.

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@article{b3811798aa8d401bb6f0ad786baa987b,
title = "An interactive approximation algorithm for multi-objective integer programs",
abstract = "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.",
keywords = "Approximation algorithm, Interactive algorithm, Multi-objective integer programming",
author = "Banu Lokman and Murat K{\"o}ksalan and Korhonen, {Pekka J.} and Jyrki Wallenius",
year = "2018",
month = "8",
day = "1",
doi = "10.1016/j.cor.2018.04.005",
language = "English",
volume = "96",
pages = "80--90",
journal = "Computers and Operations Research",
issn = "0305-0548",

}

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TY - JOUR

T1 - An interactive approximation algorithm for multi-objective integer programs

AU - Lokman, Banu

AU - Köksalan, Murat

AU - Korhonen, Pekka J.

AU - Wallenius, Jyrki

PY - 2018/8/1

Y1 - 2018/8/1

N2 - 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.

AB - 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.

KW - Approximation algorithm

KW - Interactive algorithm

KW - Multi-objective integer programming

UR - http://www.scopus.com/inward/record.url?scp=85046024865&partnerID=8YFLogxK

U2 - 10.1016/j.cor.2018.04.005

DO - 10.1016/j.cor.2018.04.005

M3 - Article

VL - 96

SP - 80

EP - 90

JO - Computers and Operations Research

JF - Computers and Operations Research

SN - 0305-0548

ER -

ID: 19313992