Abstract

We specify a variation of the weighting method for multi-criterion optimization which determines nondominated solutions to the bi-criterion integer programming problem. The technique makes use of imposed constraints based on nondominated points. For the bi-criterion case, we develop an algorithm which finds all nondominated points by solving a sequence of single-criterion integer programming problems. We present computational results for the linear 0–1 case and discuss the extension of our algorithm to the general multi-criterion integer programming problem.

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