An Exact Algorithm for Finding Extreme Supported Nondominated Points of Multiobjective Mixed Integer Programs
提出一种精确算法，通过系统改变目标函数权重，在有限步内找到多目标混合整数规划的所有极端支持非支配点，并在多目标指派、背包和旅行商问题上验证了性能。
In this paper, we present an exact algorithm to find all extreme supported nondominated points of multiobjective mixed integer programs. The algorithm uses a composite linear objective function and finds all the desired points in a finite number of steps by changing the weights of the objective functions in a systematic way. We develop further variations of the algorithm to improve its computational performance and demonstrate our algorithm's performance on multiobjective assignment, knapsack, and traveling salesperson problems with three and four objectives.