Multiobjective linear and integer programming (Q286529): Difference between revisions

This book is an introduction to multiobjective linear and integer programming. It presents main concepts of optimal solutions for optimization problems with multiple objective functions and focuses on numerical methods to solve linear problems. The main body of the book is composed of five chapters from Chapter two to Chapter six together with the introduction chapter at the beginning and a list of references at the end of the book. In Chapter 2, the authors introduce the concepts of efficient, weakly efficient and proper efficient solutions of a multiobjective problem and explain them through examples in two-dimension for easy visualization. In Chapter 3, the authors describe scalarizing methods to generate efficient solutions, including the \(\epsilon\)-constraint method, the weighted-sum method, the reference point method and methods using utility functions. Other methods such as lexicographic, goal programming and simplex methods are also briefly discussed. The largest chapter of the book (Chapter 3) is devoted to interactive methods that are more familiar in multicriteria decision making such as Benayonu's step method (STEM), Ziont-Wallenius' method, the authors' own method TRIMAP, Steuer's interval criterion weights method and Korhonen-Wallenius' Pareto race method. The authors' software iMOLPe to interactively solve linear problems is also added to this chapter. In the last chapter, the authors consider integer and mixed integer linear problems. Generating methods, interactive methods as well as interactive reference point methods are developed in details. A peculiar feature of this book is the authors' intention to explain concepts and methods of multiobjective linear programming through examples in low dimensional spaces without any theorems or proofs. This enables the readers grasp the whole content of the book without advanced mathematics background. The book is clearly written, accompanied with exercises for training at the end of each chapter. It is a nice contribution to the field of multiobjective optimization.