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Inverse multi-objective combinatorial optimization

par Roland, Julien ;De Smet, Yves ;Rui Figueira, José
Référence Discrete applied mathematics, 161, 16-17, page (2764-2771)
Publication Publié, 2013-11

Article révisé par les pairs

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Résumé :

Inverse multi-objective combinatorial optimization consists of finding a minimal adjustment of the objective functions coefficients such that a given set of feasible solutions becomes efficient. An algorithm is proposed for rendering a given feasible solution into an efficient one. This is a simplified version of the inverse problem when the cardinality of the set is equal to one. The adjustment is measured by the Chebyshev distance. It is shown how to build an optimal adjustment in linear time based on this distance, and why it is right to perform a binary search for determining the optimal distance. These results led us to develop an approach based on the resolution of mixed-integer linear programs. A second approach based on a branch-and-bound is proposed to handle any distance function that can be linearized. Finally, the initial inverse problem is solved by a cutting plane algorithm. © 2013 Elsevier B.V. All rights reserved.