Multiobjective Programming and Goal Programming: Theoretical Results and Practical Applications PDF
Preview Multiobjective Programming and Goal Programming: Theoretical Results and Practical Applications
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 © 2009 Springer-Verlag Berlin Heidelberg This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, b roadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permissions for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant p rotective laws and regulations and therefore free for general use. Cover design: SPi Technologies, India Printed on acid-free paper 9 8 7 6 5 4 3 2 1 springer.com 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 xii Contributors Matthias Ehrgott Department of Engineering Science, The University of Auckland, Private Bag 92019, Auckland Mail Centre, Auckland 1142, New Zealand, [email protected] Matthias Ehrgott Laboratoire d’Informatique de Nantes Atlantique, FRE CNRS 2729 – Universite´ de Nantes. 2, rue de la Houssinie´re, BP92208, F 44322 Nantes Cedex03,–France,[email protected] Gabriele Eichfelder Institute of Applied Mathematics, University of Erlangen- Nuremberg,Martensstr.3,91058Erlangen,Germany,[email protected] erlangen.de Alexander Engau Department of Management Sciences, University of Waterloo, Canada,[email protected] PetriEskelinen HelsinkiSchoolofEconomics,P.O.Box1210,FI-00101Helsinki, Finland,petri.eskelinen@hse.fi GeorgesM.Fadel DepartmentofMathematicalSciences,ClemsonUniversity,SC 29634,USA,[email protected] Francisco R. Ferna´ndez Departamento de Estadstica e Investigacion Operativa, UniversidaddeSevilla.Tarfias/n.41012-Sevilla,Spain,[email protected] Yan Fu Ford Motor Company MD 2115, SRL 2122, Dearborn, MI 48124, USA, [email protected] Blas Galva´n IUSIANI, University of Las Palmas de Gran Canaria Edif. Poliva- lente.CampusdeTafira,CP35017LasPalmas,Spain,[email protected] XavierGandibleux Laboratoired’InformatiquedeNantesAtlantique,FRECNRS 2729 – Universite´ de Nantes. 2, rue de la Houssinie´re, BP92208, F 44322 Nantes Cedex03,France,[email protected] DavidGreiner IUSIANI,UniversityofLasPalmasdeGranCanariaEdif.Poliva- lente.CampusdeTafira,CP35017LasPalmas,Spain,[email protected] JussiHakanen, DepartmentofMathematicalInformationTechnology,University ofJyva¨skyla¨,P.O.Box35(Agora),FI-40014,Finland,[email protected].fi Thomas Hanne Department of Information Systems, University of Applied Sci- encesNorthwesternSwitzerland,Riggenbachstrasse16–4600Olten,Switzerland, [email protected] Brian J. Hunt Department of Mathematical Sciences, Clemson University, SC29634,USA,[email protected] Mariano Jime´nez Universidad del Pa´ıs Vasco. Plaza On˜ati 1, 20018-San Sebastia´n,Spain,[email protected]
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