Journal of Optimization Theory and Applications

, Volume 38, Issue 1, pp 43–69 | Cite as

Multicriteria dynamic programming with an application to the integer case

  • B. Villarreal
  • M. H. Karwan
Contributed Papers

Abstract

Fundamental dynamic programming recursive equations are extended to the multicriteria framework. In particular, a more detailed procedure for a general recursive solution scheme for the multicriteria discrete mathematical programming problem is developed. Definitions of lower and upper bounds are offered for the multicriteria case and are incorporated into the recursive equations to aid problem solution by eliminating inefficient subpolicies. Computational results are reported for a set of 0–1 integer linear programming problems.

Key Words

Multicriteria optimization dynamic programming discrete optimization integer programming 

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Copyright information

© Plenum Publishing Corporation 1982

Authors and Affiliations

  • B. Villarreal
    • 1
  • M. H. Karwan
    • 2
  1. 1.Instituto Technologico y de Estudios Superiores de MonterreyMonterreyMexico
  2. 2.Department of Industrial EngineeringState University of New York at BuffaloBuffalo

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