Multiobjective Programming and Goal Programming: Theoretical Results and Practical Applications

296 Pages·9.53 MB·English

by  Barichard V., Ehrgott M., Gandibleux X., T'Kindt V. (editors)

Lecture Notes in Economics
and Mathematical Systems 618
FoundingEditors:
M.Beckmann
H.P.Künzi
ManagingEditors:
Prof.Dr.G.Fandel
FachbereichWirtschaftswissenschaften
FernuniversitätHagen
Feithstr.140/AVZII,58084Hagen,Germany
Prof.Dr.W.Trockel
InstitutfürMathematischeWirtschaftsforschung(IMW)
UniversitätBielefeld
Universitätsstr.25,33615Bielefeld,Germany
EditorialBoard:
A.Basile,A.Drexl,H.Dawid,K.Inderfurth,W.Kürsten
.
Vincent Barichard Matthias Ehrgott
.
Xavier Gandibleux Vincent T'Kindt (Eds.)
Multiobjective
Programming and
Goal Programming
Theoretical Results
and Practical Applications
(cid:65)(cid:66)(cid:67)
Dr. Vincent Barichard Prof. Xavier Gandibleux
University of Angers University of Nantes
LERIA LINA, Lab. d'Informatique de Nantes
2 Boulevard Lavoisier Altantique
49045 Angers Cedex 01 2 rue de la Houssinière
France BP 92208
vincent.barich [email protected] 44322 Nantes
France
[email protected]
Prof. Matthias Ehrgott Prof. Vincent T'Kindt
University of Auckland Université Francois-Rabelais
Dept. Engineering Science de Tours
Auckland 1020 Laboratoire d'Informatique
New Zealand 64 Avenue Jean Portalis
[email protected] 3377220000 TToouurrss
FFrraannccee
ttkkiinnddtt@@uunniivv--ttoouurrss..ffrr
ISBN978-3-540-85645-0 e-ISBN978-3-540-85646-7
DOI10.1007/978-3-540-85646-7
LectureNotesinEconomicsandMathematicalSystemsISSN0075-8442
LibraryofCongressControlNumber:2008936142
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Preface
MOPGP is an international conference series devoted to multi-objective pro-
gramming and goal programming (MOP/GP). This conference brings together
researchers and practitioners from different disciplines of Computer Science,
Operational Research, Optimisation Engineering, Mathematical Programming and
Multi-criteriaDecisionAnalysis.Theoreticalresultsandalgorithmicdevelopments
in the field of MOP and GP are covered, including practice and applications of
MOP/GPinreal-lifesituations.
The MOP/GP international conferences are organised in a biennial cycle. The
previous editions were held in United Kingdom (1994), Spain (1996), Canada
(1998), Poland (2000), Japan (2002), and Tunisia (2004). The Seventh meet-
ing (MOPGP’06) was organised in the Loire Valley (Center-West of France) by
X.Gandibleux, (University of Nantes, chairman) and V. T’Kindt (University of
Tours, co-chairman). The conference was hosted during three days (June 12–14,
2006)bytheoldcityhallofTourswhichislocatedinthecitycentreofTours.
The conference comprised four plenary sessions (M. Ehrgott; P. Perny;
R.Caballero and F. Ruiz; S. Oussedik) and six semi-plenary sessions (N. Jussien
andV.Barichard;D.CorneandJ.Knowles;H.Hoogeveen;M.Wiecek;E.Bampis;
F. Ben Abdelaziz) and 82 regular talks. The (semi-)plenary speakers were invited,
while the regular talks were selected by the international scientific committee
composedof61eminentresearchersonbasisofa4-pagesabstract.
Outof115regulartalkssubmittedfrom28countries,75%werefinallyaccepted,
covering25countries.Averylowno-showrateof2%wasrecorded.Onehundred
and twenty-five participants attended the meeting, including academics and prac-
titioners from companies such as Renault, Electricite´ de France, Ilog, and Airbus.
The biggest delegations came from France (22 plus the 10 members of the local
organisingcommittee),Spain(21),USA(10),Japan(7),Germany(6),Tunisia(6),
UK(6).
Traditionally, a post-conference proceedings volume is edited for the MOP/GP
conferences. For MOPGP’06, the decision has been to publish the volume by
Springer in the Lecture Notes in Economics and Mathematical Systems series,
v
vi Preface
edited by V. Barichard, M. Ehrgott, X. Gandibleux and V. T’Kindt. The authors
whopresentedatalkduringtheconferencewereinvitedtosubmita10-pagepaper
presentingthefullversionoftheirwork.
Forty-two regular papers plus two invited papers have been submitted. All of
themhavebeenrefereedaccordingtothestandardreviewingprocess,bymembers
of the MOPGP’06 international scientific committee and other expert referees:
E.BampisE.,V.Barichard,S.Belmokhtar,F.BenAbdelaziz,R.Caballero,S.Chu,
C.Coello Coello, X. Delorme, P. De´pince´, C. Dhaenens, K. Doerner, M. Ehrgott,
F.Fernandez Garcia, J. Figueira, J. Fodor, X. Gandibleux, J. Gonzalez-Pachon,
S.Greco,T.Hanne,C.HenggelerAntunes,K.Hocine,H.Hoogeeven,H.Ishubuchi,
J. Jahn, A. Jaszkiewicz, N. Katoh, I. Kojadinovic, F. Le Huede, A. Lotov,
A.Marmol, K. Mieettinen, J. Molina, H. Nakayama, P. Perny, A. Przybylski,
C. Romero, S. Sayin, R. Steuer, M. Tamiz, C. Tammer, T. Tanino, V. T’Kindt,
T. Trzaskalik, D. Tuyttens, D. Vanderpooten, L. Vermeulen-Jourdan, M. Wiecek,
E.Zitzler.
Finally,26papershavebeenacceptedcoveringeightmaintopicsoftheconfer-
ence.Withtherelativelyhighnumberoftalkssubmittedfortheconference,75%of
whichhavebeenaccepted,followedbyanacceptancerateof59%forfullpapers,a
fairlyhighqualityoftheproceedingsisguaranteed.Wearesurethatthereadersof
thoseproceedingswillenjoythequalityofpaperspublishedinthisvolume,which
isstructuredinfiveparts:
1. MultiobjectiveProgrammingandGoal-Programming
2. MultiobjectiveCombinatorialOptimization
3. MultiobjectiveMetheuristics
4. MultiobjectiveGamesandUncertainty
5. InteractiveMethodsandApplications.
We wish to conclude by saying that we are very grateful to the authors who
submittedtheirworks,totherefereesfortheirdetailedreviews,andmoregenerally,
toallthosecontributingtotheorganizationoftheconference,peoples,institutions,
andsponsors.
Angers,Auckland,Nantes,Tours VincentBarichard
October2008 MatthiasEhrgott
XavierGandibleux
VincentT’Kindt
Contents
PartI MultiobjectiveProgrammingandGoal-Programming
AConstraintMethodinNonlinearMulti-ObjectiveOptimization ....... 3
GabrieleEichfelder
The Attainment of the Solution of the Dual Program in Vertices
forVectorialLinearPrograms..................................... 13
FrankHeyde,AndreasLo¨hne,andChristianeTammer
OptimalityoftheMethodsforApproximatingtheFeasibleCriterionSet
intheConvexCase .............................................. 25
RomanEfremovandGeorgyKamenev
IntroducingNonpolyhedralConestoMultiobjectiveProgramming...... 35
AlexanderEngauandMargaretM.Wiecek
A GP Formulation for Aggregating Preferences with Interval
Assessments .................................................... 47
EstherDopazoandMauricioRuiz-Tagle
PartII MultiobjectiveCombinatorialOptimization
BicriterionShortestPathsinStochasticTime-DependentNetworks ..... 57
LarsRelundNielsen,DanielePretolani,andKimAllanAndersen
ClustersofNon-dominatedSolutionsinMultiobjectiveCombinatorial
Optimization:AnExperimentalAnalysis ........................... 69
Lu´ısPaqueteandThomasStu¨tzle
ComputationalResultsforFourExactMethods
toSolvetheThree-ObjectiveAssignmentProblem.................... 79
AnthonyPrzybylski,XavierGandibleux,andMatthiasEhrgott
vii
viii Contents
Constraint Optimization Techniques for Exact Multi-Objective
Optimization ................................................... 89
EmmaRollonandJavierLarrosa
OuterBranching:HowtoOptimizeunderPartialOrders?............. 99
UlrichJunker
PartIII MultiobjectiveMetheuristics
OnUtilizingInfeasibilityinMultiobjectiveEvolutionaryAlgorithms .... 113
ThomasHanne
TheEffectofInitialPopulationSamplingontheConvergence
ofMulti-ObjectiveGeneticAlgorithms ............................. 123
SilviaPoles,YanFu,andEnricoRigoni
PatternMiningforHistoricalDataAnalysisbyUsingMOEA .......... 135
HiroyukiMoritaandTakanobuNakahara
Multiple-Objective Genetic Algorithm Using the Multiple Criteria
DecisionMakingMethodTOPSIS ................................. 145
Ma´ximoMe´ndez,BlasGalva´n,DanielSalazar,andDavidGreiner
PartIV MultiobjectiveGamesandUncertainty
Multi-CriteriaSimpleGames ..................................... 157
LuisaMonroyandFranciscoR.Ferna´ndez
MultiobjectiveCooperativeGameswithRestrictionsonCoalitions ...... 167
TetsuzoTanino
AnExperimentalInvestigationoftheOptimalSelectionProblem
withTwoDecisionMakers........................................ 175
FouadBenAbdelazizandSaoussenKrichen
SolvingaFuzzyMultiobjectiveLinearProgrammingProblem
ThroughtheValueandtheAmbiguityofFuzzyNumbers.............. 187
MarianoJime´nez,MarArenas,AmeliaBilbao,andMaVictoriaRodr´ıguez
ARobust-Solution-Based Methodology toSolve Multiple-Objective
ProblemswithUncertainty ....................................... 197
DanielSalazar,XavierGandibleux,JulienJorge,andMarcSevaux
PartV InteractiveMethodsandApplications
On the Use of Preferential Weights in Interactive Reference Point
BasedMethods ................................................. 211
KaisaMiettinen,PetriEskelinen,MarianoLuque,andFranciscoRuiz
Contents ix
Interactive Multiobjective Optimization of Superstructure SMB
Processes ...................................................... 221
JussiHakanen,YoshiakiKawajiri,LorenzT.Biegler,andKaisaMiettinen
Scheduling of Water Distribution Systems using a Multiobjective
Approach ...................................................... 231
AmirNafi,CatyWerey,andPatrickLlerena
On Conditional Value-at-Risk Based Goal Programming Portfolio
SelectionProcedure ............................................. 243
BogumilKaminski,MarcinCzupryna,andTomaszSzapiro
OptimalBedAllocationinHospitals................................ 253
XiaodongLi,PatrickBeullens,DylanJones,andMehrdadTamiz
Multiobjective(Combinatorial)Optimisation–SomeThoughts
onApplications ................................................. 267
MatthiasEhrgott
Multi-scenarioMulti-objectiveOptimizationwithApplications
inEngineeringDesign............................................ 283
Margaret M. Wiecek, Vincent Y. Blouin, Georges M. Fadel,
AlexanderEngau,BrianJ.Hunt,andVijaySingh
Contributors
Kim Allan Andersen Department of Business Studies, University of Aarhus,
FuglesangsAlle4,DK-8210AarhusV,Denmark,[email protected]
MarArenas UniversidaddeOviedo.AvenidadelCristos/n,33006-Oviedo,Spain,
[email protected]
Fouad Ben Abdelaziz College of engineering, University of Sharjah, PO Box
26666,Sharjah,UAE,[email protected];[email protected]
Patrick Beullens Management Mathematics Group, Department of Mathe-
matics, University of Portsmouth, Portsmouth, PO1 3HF, United Kingdom,
[email protected]
Lorenz T. Biegler Deptartment of Chemical Engineering, Carnegie Mellon
University,Pittsburgh,PA15213,USA,[email protected]
Amelia Bilbao Universidad de Oviedo. Avenida del Cristo s/n, 33006-Oviedo,
Spain,[email protected]
VincentY.Blouin DepartmentofMathematicalSciences,ClemsonUniversity,SC
29634,USA,[email protected]
Marcin Czupryna Decision Support and Analysis Division, Warsaw School of
Economics,Al.Niepodleglosci162,02-554Warsaw,Poland,[email protected]
Esther Dopazo Facultad de Informa´tica, Technical University of Madrid,
Campus de Montegancedo, CP28660, Boadilla del Monte (Madrid), Spain,
edopazo@fi.upm.es
Roman Efremov Rey Juan Carlos University, c/ Tulipa´n s/n, Mo´stoles, Madrid,
28933,Spain,[email protected]
xi