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A Recursive Algorithm for Finding All Nondominated Extreme Points in the Outcome Set of a Multiobjective Integer Programme

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<mark>Journal publication date</mark>1/07/2010
<mark>Journal</mark>INFORMS Journal on Computing
Issue number3
Volume22
Number of pages16
Pages (from-to)371-386
Publication StatusPublished
<mark>Original language</mark>English

Abstract

In this paper, we present two versions of an algorithm for the computation of all nondominated extreme points in the outcome set of a multiobjective integer programme. We define adjacency of these points based on weight space decomposition. Thus, our algorithms generalise the well-known dichotomic scheme to compute the set of nondominated extreme points in the outcome set of a biobjective programme. Both algorithms are illustrated with and numerically tested on instances of the assignment and knapsack problems with three objectives.