Cybernetics and Information Technologies
Volume 4, No 1. Sofia, 2004, Bulgarian Academy of Sciences

A Learning-Oriented Method of Linear Mixed Integer Multicriteria Optimization

Mariyana Vassileva

Institute of Information Technologies, 1113 Sofia

Abstract: A learning-oriented interactive method for solving linear mixed integer problems of multicriteria optimization is described in the paper. The method offers the decision maker (DM) flexibility to express his/her preferences. The DM is encouraged, especially in the learning phase or when solving large problems, to solve continuous scalarizing problems or integer scalarizing problems approximately at many iterations. The method is realized in an experimental software system supporting the solution of linear mixed integer multicriteria optimization problems.

Keywords: linear mixed integer multicriteria optimization, interactive methods, optimization software systems.