A branch-and-cut technique to solve multiobjective integer quadratic programming problems

This article proposes an exact method to solve the integer programming problem featuring several convex quadratic functions to be minimized (henceforth denoted by MOIQP). The proposed algorithm is a branch and bound based technique suitable for MOIQP problems to generate the set of all efficient sol...

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Vydáno v:Annals of operations research Ročník 267; číslo 1-2; s. 431 - 446
Hlavní autoři: Ouaïl, Fatma Zohra, Chergui, Mohamed El-Amine
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer US 01.08.2018
Springer Nature B.V
Témata:
Algorithms
Branch & bound algorithms
Business and Management
Combinatorics
Integer programming
Linear functions
Multiple objective analysis
Multiple Objective Optimization
Operations research
Operations Research/Decision Theory
Problem solving
Quadratic equations
Quadratic programming
Studies
Theory of Computation
90C20
Efficient cuts
90C10
Branch and bound
90C57
Multiobjective optimization
90C29
Quadratic programming
Multiobjective quadratic integer programming
ISSN:0254-5330, 1572-9338
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Shrnutí:This article proposes an exact method to solve the integer programming problem featuring several convex quadratic functions to be minimized (henceforth denoted by MOIQP). The proposed algorithm is a branch and bound based technique suitable for MOIQP problems to generate the set of all efficient solutions. The features of the method are as follows. First, the branch and bound technique allows solving the relaxed problem according to any linear function and progressively generates integer solutions. Then, the efficient cut proposed reduces the search area by truncating domains containing non efficient solutions without having to enumerate them. Finally, at each node of the tree search, three fathoming rules are used to enhance the speed of the procedure. Computational experiments are presented in order to analyze the performance of the algorithm.
Bibliografie:ObjectType-Article-1
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ObjectType-Feature-2
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ISSN:0254-5330
1572-9338
DOI:10.1007/s10479-017-2698-6