Method for Solving the Linear Multicriteria Optimization Problem in Integers
Tkacenko Alexandra · ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH · 2022
A wide range of practical optimization problems in various fields lead to the solution of multicriteria linear optimization models in integers.There is a growing increase in their importance [2].Into the current paper we propose a method for solving the multicriteria model of linear type in integers of interactive type.Thus, the decision maker, initially assigning a certain utility to each criterion, will finally build a uni-criterion model of linear optimization in integers.The imposition of each criterion quantified in the synthesis function remains at the discretion of the decision maker, the optimal values and weight being calculated in whole or real numbers, which does not change the optimal solution of the model.To this end, the decision-maker has at his disposal a selection of combinatorial values of the objective functions, which depends on the number of criteria in the initial model.When changing the value of utilities, the decision maker can determine a new optimal compromise solution of the initial model.The theoretical justification of the algorithm is brought in the paper.The algorithm was tested on several examples, which proved its veracity.