An interactive method for bicriteria integer programming

An efficient interactive solution framework for bicriteria integer programming is developed. The proposed methodology follows the implicit utility maximization approach. The decision maker´s underlying utility function is assumed to be pseudoconcave and nondecreasing, and the problem is solved using an interactive branch-and-bound methodology. Several new concepts on bicriteria integer programming that offer great efficiency in the solution process are developed. The framework has been tested extensively, and results with problems having up to 80 variables and 40 constraints are presented. The results show that the methodology is an effective approach to solving practical bicriteria problems