Multi-Objective Optimization in Theory and Practice I: Classical Methods

Author(s): Andre A. Keller

DOI: 10.2174/9781681085685117010008

Mixed-Integer Nonlinear Programming

Pp: 138-172 (35)

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Abstract

SHS investigation development is considered from the geographical and historical viewpoint. 3 stages are described. Within Stage 1 the work was carried out in the Department of the Institute of Chemical Physics in Chernogolovka where the scientific discovery had been made. At Stage 2 the interest to SHS arose in different cities and towns of the former USSR. Within Stage 3 SHS entered the international scene. Now SHS processes and products are being studied in more than 50 countries.

Abstract

Real-world problems may require large-scale systems with particular features. Thus, water resource systems (WRS) can be described by large-size multi-objective optimization systems. The main characteristics of such systems are notably their large scale with mixed-integer decision variables and the multiplicity of objectives. Adapted methods for solving such systems are required. The generalized Benders decomposition and branch-and-bound techniques are such efficient methods. Suppose a MOO problem for which we can have an equivalent parametric pMINLP. A decomposition-based algorithm describes an iterative process where subproblems interact with a master problem. Suppose a SOO programming problem. Using a GBD algorithm will generate an upper bound and a lower bound of the solution at each iteration step. A primal NLP subproblem provides information about the upper bounds and Lagrange multipliers. Next, the master ILP problem calculates the new set of lower bounds. In this study, the Benders decomposition method is used for solving single objective and multi-objective MINLP problems.

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