344 European Journal of Operational Research 68 (1993)344-351
North-Holland
Theory and Methodology
An interactive procedure for multiple
objective integer linear programming
problems
Jasmina N. Karaivanova
Institute of Informatics, Bulgarian Academy of Sciences, 1113 Sofia, Bulgaria
Subhash C. Narula *
Department of Mathematics, Link6ping Institute of Technology, S-581 83 Link6ping, Sweden
Vassil Vassilev
Institute of lnformatics, Bulgarian Academy of Sciences, 1113 Sofia, Bulgaria
Received October 1990; revised March 1991
Abstract: There are many practical problems where the objective functions and the constraints can be
represented by linear functions but the decision variables are restricted to only integer values. Our
objective is to present an interactive procedure for the multiple objective integer linear programming
problem that is fast, does not place too many demands on the decision maker and can be implemented
without requiring any special software. We illustrate the proposed procedure with a numerical example
and report some computational experience.
Keywords: Algorithm; Chebychev norm; Integer programming; Multiple criteria; Multiple objectives
Introduction
Consider the multiple objective integer linear
programming (MOILP) problem:
Maximize Cx
* Professor Narula's work was partially supported by partici-
pation in the National Academy of Sciences/Bulgarian
Academy of Sciences interacademy exchange program and
the Institute of Informatics, Bulgarian Academy of Sci-
ences.
Correspondence to: S.C. Narula, Department of Mathematics,
Link6ping Institute of Technology,S-58l 83 Link6ping, Swe-
den.
Subject to
Ax<b,
x> 0 and integer
where C is a (k ×n)-matrix, A is an (m ×n)-
matrix, b is an (m x 1)-vector, and x is an (n x
1)-vector of decision variables.
Compared to the multiple objective linear pro-
gramming (MOLP) problem, very little research
has been reported on the MOILP problem. At
present a few algorithms are available to solve
the MOILP problem. However, a number of
methods, for example, the algorithms of Bitran
(1979), Burkard, Krarup and Pruzan (1982),
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