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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| Published in: | Annals of operations research Vol. 267; no. 1-2; pp. 431 - 446 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
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New York
Springer US
01.08.2018
Springer Nature B.V |
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| ISSN: | 0254-5330, 1572-9338 |
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| Abstract | 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. |
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| AbstractList | 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. |
| Author | Ouaïl, Fatma Zohra Chergui, Mohamed El-Amine |
| Author_xml | – sequence: 1 givenname: Fatma Zohra surname: Ouaïl fullname: Ouaïl, Fatma Zohra email: ouail.fatmazohra@yahoo.fr organization: Department of Operational Research, Faculty of Mathematics, USTHB – sequence: 2 givenname: Mohamed El-Amine surname: Chergui fullname: Chergui, Mohamed El-Amine organization: RECITS Laboratory, Faculty of Mathematics, USTHB |
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| CitedBy_id | crossref_primary_10_1080_01605682_2024_2416510 crossref_primary_10_1007_s10479_019_03317_9 crossref_primary_10_1007_s10479_022_05123_2 crossref_primary_10_1007_s10898_022_01132_4 crossref_primary_10_1007_s40819_020_00947_7 crossref_primary_10_1155_2020_4053825 |
| Cites_doi | 10.1016/j.ejor.2015.04.035 10.1007/978-3-540-87477-5_8 10.1016/j.dam.2006.08.007 10.1016/j.ejor.2013.07.024 10.1080/00207548708919840 10.1002/nav.3800060109 10.1007/s10479-012-1079-4 10.1007/s11573-012-0642-4 10.1007/s10479-006-0137-1 10.1109/CEC.2003.1299372 10.1007/s10479-017-2484-5 |
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| DOI | 10.1007/s10479-017-2698-6 |
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| References | Chergui, Moulaï, Ouaïl (CR1) 2008; 14 Markowitz (CR6) 1959 Zhang, Cesar, Liang (CR12) 2013; 207 CR4 CR3 Utz, Wimmer, Steuer (CR11) 2015; 26 Dantzig (CR2) 1959; 6 Malakooti, D’souza (CR5) 1987; 25 Steuer, Qi, Hirschberger (CR8) 2007; 152 Steuer, Wimmer, Hirschberger (CR9) 2013; 83 Utz, Wimmer, Hirschberger, Steuer (CR10) 2014; 234 Pisinger (CR7) 2007; 155 HM Markowitz (2698_CR6) 1959 B Malakooti (2698_CR5) 1987; 25 D Pisinger (2698_CR7) 2007; 155 H Zhang (2698_CR12) 2013; 207 2698_CR3 2698_CR4 RE Steuer (2698_CR9) 2013; 83 ME-A Chergui (2698_CR1) 2008; 14 GB Dantzig (2698_CR2) 1959; 6 S Utz (2698_CR10) 2014; 234 RE Steuer (2698_CR8) 2007; 152 S Utz (2698_CR11) 2015; 26 |
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| SubjectTerms | 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 |
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| Title | A branch-and-cut technique to solve multiobjective integer quadratic programming problems |
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