(An) interacitve algorithm for multiobjectivemixed integer programming using reference points

Abstract

In this research, we present an interactive algorithm for solving multiobjective mixed integer problem. This algorithm obtains the preferred integer solution after obtaining the preferred solution without integer restriction. This interactive algorithm is developed using the concept of reference points. A strategy for obtaining the reference points is suggested in order to lessen the burden of decision maker. and the preference structure of the decision maker is memorized using 2-point cones. These cones are used to eliminate dominated alternatives. this algorithm directs toward the preferred solution as the reference points are located near the preferred solution. Finally, we obtain the preferred integer solution with the branching scheme.