An Interactive Method for 0-1 Multiobjective Problems Using Simulated Annealing and Tabu Search

Abstract

This paper presents an interactive method for solving general 0-1 multiobjective linear programs 
using Simulated Annealing and Tabu Search. The interactive protocol with the decision maker is 
based on the specification of reservation levels for the objective function values. These reservation 
levels narrow the scope of the search in each interaction in order to identify regions of major interest 
to the decision maker. Metaheuristic approaches are used to generate potentially nondominated 
solutions in the computational phases. Generic versions of Simulated Annealing and Tabu Search 
for 0-1 single objective linear problems were developed which include a general routine for repairing 
unfeasible solutions. This routine improves significantly the results of single objective problems and, 
consequently, the quality of the potentially nondominated solutions generated for the multiobjective 
problems. Computational results and examples are presented.