Integer Goal Programming

Abstract

Integer Goal Programming is a multi criteria decision model in which the decision variables are restricted to have integer value. There are many applications of such a model, i.e scheduling, planning, portfolio optimization with condition that there are several goals should be achieved. In this thesis, Branch and Bound methods, generally used for solving linear integer programming is developed. Partitioning process of the original problem into two subproblems, usually called branching, can be implemented directly, after considering the basic variables which are not integer valued. The constraints which contain deviation variables remain the same as in the original problem. An efficient integer solution can be found at one of the branching subproblem after satisfying fathom criteria.