An exact scalarization method with multiple reference points for bi-objective integer linear optimization problems
From MaRDI portal
Publication:828841
DOI10.1007/s10479-019-03317-9zbMath1467.90058OpenAlexW2963948689WikidataQ127440177 ScholiaQ127440177MaRDI QIDQ828841
Margarida Vaz Pato, Antonio Carlos Moretti, Washington Alves de Oliveira, Angelo Aliano Filho
Publication date: 5 May 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-019-03317-9
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An augmented weighted Tchebycheff method with adaptively chosen parameters for discrete bicriteria optimization problems
- The normalized normal constraint method for generating the Pareto frontier
- Three new metrics to measure the convergence of metaheuristics towards the Pareto frontier and the aesthetic of a set of solutions in biobjective optimization
- A lexicographic approach to bi-objective scheduling of single-period orders in make-to-order manufacturing
- Multiobjective optimization. Interactive and evolutionary approaches
- An exact \(\epsilon\)-constraint method for bi-objective combinatorial optimization problems: Application to the traveling salesman problem with profits
- Heuristics for the one-dimensional cutting stock problem with limited multiple stock lengths
- g-dominance: Reference point based dominance for multiobjective metaheuristics
- Multi-objective integer programming: a general approach for generating all non-dominated solutions
- CUTGEN1: A problem generator for the standard one-dimensional cutting stock problem
- An algorithm for the multiple objective integer linear programming problem
- Generating the noninferior set in mixed integer biobjective linear programs: An application to a location problem
- Existence of efficient solutions for vector maximization problems
- An outer approximation algorithm for generating all efficient extreme points in the outcome set of a multiple objective linear programming problem
- Nonlinear multiobjective optimization
- A branch-and-cut technique to solve multiobjective integer quadratic programming problems
- Discrete representation of non-dominated sets in multi-objective linear programming
- A two-slope achievement scalarizing function for interactive multiobjective optimization
- Three algorithms for bicriteria integer linear programs
- A method for finding the set of non-dominated vectors for multiple objective integer linear programs
- A survey and annotated bibliography of multiobjective combinatorial optimization
- The double role of the weight factor in the goal programming model
- A heuristic algorithm for a dial-a-ride problem with time windows, multiple capacities, and multiple objectives
- Modified interactive Chebyshev algorithm (MICA) for non-convex multiobjective programming
- Modified interactive Chebyshev algorithm (MICA) for convex multiobjective programming
- An improved algorithm for solving biobjective integer programs
- A two-stage approach for bi-objective integer linear programming
- Interactive polyhedral outer approximation (IPOA) strategy for general multiobjective optimization problems
- The joint economic lot sizing problem: review and extensions
- An efficient, adaptive parameter variation scheme for metaheuristics based on the epsilon-constraint method
- Approximation methods in multiobjective programming
- The Multiobjective Discrete Optimization Problem: A Weighted Min-Max Two-Stage Optimization Approach and a Bicriteria Algorithm
- A Linear Programming Approach to the Cutting-Stock Problem
- Computational Results for Four Exact Methods to Solve the Three-Objective Assignment Problem
- On the Use of Preferential Weights in Interactive Reference Point Based Methods
- Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems
- Pareto simulated annealing—a metaheuristic technique for multiple‐objective combinatorial optimization
- An interactive weighted Tchebycheff procedure for multiple objective programming
- Multicriteria Optimization
- A Linear Programming Approach to the Cutting Stock Problem—Part II
- Norm-based approximation in bicriteria programming
This page was built for publication: An exact scalarization method with multiple reference points for bi-objective integer linear optimization problems