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Generating a Representative Subset of the Nondominated Frontier in Multiple Criteria Decision Making

Department of Industrial Engineering, Middle East Technical University, Ankara 06531, Turkey
Department of Industrial Engineering, Middle East Technical University, Ankara 06531, Turkey
esra{at}ie.metu.edu.tr
koksalan{at}ie.metu.edu.tr

In this paper, we address the problem of generating a discrete representation of the nondominated frontier in multiple objective linear problems. We find a surface that approximates the shape of the nondominated frontier. Utilizing the surface, we generate a set of discrete points that is representative of the frontier. Our experience on randomly generated problems demonstrates that the approach performs well in terms of both the quality of the representation and the computation time.

Subject classifications: programming; multiple criteria; discrete representation; nondominated frontier.
History: Received February 2005; revision received October 2007; accepted November 2007.