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An improved version of the augmented epsilon-constraint method (AUGMECON2) for finding the exact Pareto set in Multi-Objective Integer Programming problems

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  • Mavrotas, George
  • Florios, Kostas

Abstract

Generation (or a posteriori) methods in Multi-Objective Mathematical Programming (MOMP) is the most computationally demanding category among the MOMP approaches. Due to the dramatic increase in computational speed and the improvement of Mathematical Programming algorithms the generation methods become all the more attractive among today’s decision makers. In the current paper we present the generation method AUGMECON2 which is an improvement of our development, AUGMECON. Although AUGMECON2 is a general purpose method, we will demonstrate that AUGMECON2 is especially suitable for Multi-Objective Integer Programming (MOIP) problems. Specifically, AUGMECON2 is capable of producing the exact Pareto set in MOIP problems by appropriately tuning its running parameters. In this context, we compare the previous and the new version in a series of new and old benchmarks found in the literature. We also compare AUGMECON2’s performance in the generation of the exact Pareto sets with established methods and algorithms based on specific MOIP problems (knapsack, set packing) and on published results. Except from other Mathematical Programming methods, AUGMECON2 is found to be competitive also with Multi-Objective Meta-Heuristics (MOMH) in producing adequate approximations of the Pareto set in Multi-Objective Combinatorial Optimization (MOCO) problems.

Suggested Citation

  • Mavrotas, George & Florios, Kostas, 2013. "An improved version of the augmented epsilon-constraint method (AUGMECON2) for finding the exact Pareto set in Multi-Objective Integer Programming problems," MPRA Paper 105034, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:105034
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    More about this item

    Keywords

    Multi-Objective Programming; ε-constraint method; exact Pareto set;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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