Interactive Algorithms to Solve Biobjective and Triobjective Decision Making Problems

Tuğba Denktaş
10/05/2021
14:30
-
16:30

Speaker: Tuğba Denktaş

Time: May 10, 14:30

Zoom Meeting ID: 993 766 4491
Zoom Passcode: 525871

https://zoom.us/j/9937664491?pwd=R0FNalFFZUM0Wm9MaitiYWJrbVhodz09

Title: Interactive Algorithms to Solve Biobjective and Triobjective Decision Making Problems

Abstract: We propose interactive algorithms to find the most preferred solution of biobjective and triobjective integer programming problems. The algorithms can be used in any setting where the decision-maker has a general monotone utility function. They divide the image space of the problems into boxes and search them by solving Pascoletti-Serafini scalarizations, asking questions to the decision-maker so as to eliminate boxes whenever possible. We also propose a cone based approach that can be incorporated into both algorithms if the decision-maker is assumed to have a nondecreasing quasiconcave utility function. We demonstrate the performances of the algorithms and their cone based extentions with computational experiments. The results of the experiments show that interactive algorithms are much useful in terms of solution time compared to exact algorithms that find the whole Pareto set. The results of the experiments also show that the cone based approach leads to less interaction with the decision-maker.

Bio: Tuğba Denktaş is an M.Sc. student in Industrial Engineering Department at Bilkent University, working on Multiobjective Decision Making Problems.

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