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An Interactive Method for 0-1 Multiobjective Problems Using Simulated Annealing and Tabu Search

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Abstract

This paper presents an interactive method for solving general 0-1 multiobjective linear programs using Simulated Annealing and Tabu Search. The interactive protocol with the decision maker is based on the specification of reservation levels for the objective function values. These reservation levels narrow the scope of the search in each interaction in order to identify regions of major interest to the decision maker. Metaheuristic approaches are used to generate potentially nondominated solutions in the computational phases. Generic versions of Simulated Annealing and Tabu Search for 0-1 single objective linear problems were developed which include a general routine for repairing unfeasible solutions. This routine improves significantly the results of single objective problems and, consequently, the quality of the potentially nondominated solutions generated for the multiobjective problems. Computational results and examples are presented.

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Authors and Affiliations

  1. Faculdade de Economia, Universidade de Coimbra/INESC, Av. Dias da Silva, 165, 3000, Coimbra, Portugal

    M. João Alves

  2. Faculdade de Economia, Universidade de Coimbra/INESC, Av. Dias da Silva, 165, 3000, Coimbra, Portugal

    João Clímaco

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  1. M. João Alves
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  2. João Clímaco
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Alves, M.J., Clímaco, J. An Interactive Method for 0-1 Multiobjective Problems Using Simulated Annealing and Tabu Search. Journal of Heuristics 6, 385–403 (2000). https://doi.org/10.1023/A:1009686616612

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