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Annals of Operations Research

, Volume 147, Issue 1, pp 343–360 | Cite as

A discussion of scalarization techniques for multiple objective integer programming

  • Matthias EhrgottEmail author
Article

Abstract

In this paper we consider solution methods for multiobjective integer programming (MOIP) problems based on scalarization. We define the MOIP, discuss some common scalarizations, and provide a general formulation that encompasses most scalarizations that have been applied in the MOIP context as special cases. We show that these methods suffer some drawbacks by either only being able to find supported efficient solutions or introducing constraints that can make the computational effort to solve the scalarization prohibitive. We show that Lagrangian duality applied to the general scalarization does not remedy the situation. We also introduce a new scalarization technique, the method of elastic constraints, which is shown to be able to find all efficient solutions and overcome the computational burden of the scalarizations that use constraints on objective values. Finally, we present some results from an application in airline crew scheduling as evidence.

Keywords

Multiobjective optimization Integer programming Scalarization Lagrangian duality Elastic constraints Crew scheduling 

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Copyright information

© Springer Science + Business Media, LLC 2006

Authors and Affiliations

  1. 1.Department of Engineering ScienceThe University of AucklandAucklandNew Zealand

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