Business Analytics Seminar (PhD seminar): Mark Lyngesen, AU
Title: Solving block–structured Integer programs with soft coupling constraint using Multi–Objectivization
Info about event
Time
Location
Universitetsbyen 51, Building 1814, Room 151
Abstract: In this talk I we consider block-structured integer programs with a single coupling constraint, and an approach to solve these by interpreting the coupling constraint as a second objective. This results in an additively separable bi-objective optimization problem with a solution set, which contains the optimal solution to the original problem. The resulting bi-objective problem is in general harder to solve than the original problem but provides a richer solution set. We therefore propose ways of directing the search for solutions to those solutions mapping to a predefined region of interest. This approach allows us to use decomposition methods while also providing the decision maker with a set of alternative 'interesting' solutions.