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Representing the nondominated set in multi-objective mixed-integer programs

Ilgın Doğan, Banu Lokman and Murat Köksalan

European Journal of Operational Research, 2022, vol. 296, issue 3, 804-818

Abstract: In this paper, we consider generating a representative subset of nondominated points at a prespecified precision in multi-objective mixed-integer programs (MOMIPs). The number of nondominated points grows exponentially with problem size and finding all nondominated points is typically hard in MOMIPs. Representing the nondominated set with a small subset of nondominated points is important for a decision maker to get an understanding of the layout of solutions. The shape and density of the nondominated points over the objective space may be critical in obtaining a set of solutions that represent the nondominated set well. We develop an exact algorithm that generates a representative set guaranteeing a prespecified precision. Our experiments on a variety of problems demonstrate that our algorithm outperforms existing approaches in terms of both the cardinality of the representative set and computation times.

Keywords: Multi-objective mixed-integer programming; Representative set; Coverage gap (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:296:y:2022:i:3:p:804-818

DOI: 10.1016/j.ejor.2021.04.005

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European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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