Multi-Objective Integer Programming: An Improved Recursive Algorithm
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This paper introduces an improved recursive algorithm to generate the set of all nondominated objective vectors for the Multi-Objective Integer Programming (MOIP) problem. We significantly improve the earlier recursive algorithm of Özlen and Azizoğlu by using the set of already solved subproblems and their solutions to avoid solving a large number of IPs. A numerical example is presented to explain the workings of the algorithm, and we conduct a series of computational experiments to show the savings that can be obtained. As our experiments show, the improvement becomes more significant as the problems grow larger in terms of the number of objectives.
KeywordsMultiple objective programming Integer programming
We are thankful to anonymous reviewers for their constructive comments that helped to improve this paper substantially. Dr. Marco Laumanns kindly sent us the code and problem instances of Laumanns et al. . Dr. Özgur Özpeynirci kindly sent us their problem generator and instances from Özpeynirci and Köksalan . Dr. Anthony Przybylski kindly sent us their problem instances from Przybylski et al. .
The second author is supported by the Australian Research Council under the Discovery Projects funding scheme (project DP1094516).
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