2249. Solving block–structured Integer programs with a single (soft) coupling constraint using Multi–Objectivization
Invited abstract in session FA-5: Multiobjective Optimization 4: Complex Systems, Scalarizations, and Related Problems, stream Decision Theory and Multi-criteria Decision Making.
Friday, 8:45-10:15Room: H7
Authors (first author is the speaker)
| 1. | Mark Lyngesen
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| Department of Economics and Business Economics, Aarhus University | |
| 2. | Kathrin Klamroth
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| Department of Mathematics and Informatics, University of Wuppertal | |
| 3. | Britta Efkes
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| Department of Mathematics and Informatics, University of Wuppertal |
Abstract
We seek to solve block-structured integer programs with a single coupling constraint by interpreting the coupling constraint as a second objective. This reformulation results in an additively-separable bi-objective optimization problem with a solution set which contains the optimal solution to the original problem. The resulting bi-objective problem is harder to solve. We therefore propose ways of directing the search for nondominated solutions to only require solutions mapping to a predefined region of interest. This approach allows us to use decomposition methods while also providing the decision maker with a set of alternative 'interesting' solutions.
Keywords
- Multi-Objective Programming
- Multi-Objective Decision Making
- Mathematical Programming
Status: accepted
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