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Journal of Global Optimization

, Volume 56, Issue 1, pp 93–102 | Cite as

Optimising a nonlinear utility function in multi-objective integer programming

  • Melih Ozlen
  • Meral Azizoğlu
  • Benjamin A. Burton
Article

Abstract

In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the optimal utility value. This is done using already known solutions, linear programming relaxations, utility function inversion, and integer programming. We develop a general optimisation algorithm for use with k objectives, and we illustrate our approach using a tri-objective integer programming problem.

Keywords

Multiple objective optimisation Integer programming Nonlinear utility function 

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Copyright information

© Springer Science+Business Media, LLC. 2012

Authors and Affiliations

  • Melih Ozlen
    • 1
  • Meral Azizoğlu
    • 2
  • Benjamin A. Burton
    • 3
  1. 1.School of Mathematical and Geospatial SciencesRMIT UniversityMelbourneAustralia
  2. 2.Department of Industrial EngineeringMiddle East Technical UniversityAnkaraTurkey
  3. 3.School of Mathematics and PhysicsThe University of QueenslandBrisbaneAustralia

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