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A Branch & Cut Algorithm to Compute Nondominated Solutions in MOLFP via Reference Points

João Paulo Costa () and Maria João Alves ()
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João Paulo Costa: University of Coimbra/INESC-Coimbra
Maria João Alves: University of Coimbra/INESC-Coimbra

A chapter in Operations Research Proceedings 2010, 2011, pp 353-358 from Springer

Abstract: Abstract Basedon some previous work ona Branch & Bound algorithm to compute nondominated solutions in multiobjective linear fractional programming (MOLFP) problems using reference points, we now present a new algorithm where special cuts are introduced. These cuts stem from some conditions that identify parts of the feasible region where the nondominated solution that optimizes the current achievement scalarizing function (ASF) cannot be obtained. Introducing the cuts substantially improves the performance of the previous algorithm. The results of several tests carried out to evaluate the performance of the new Branch & Cut algorithm against the old Branch & Bound are reported.

Keywords: Ideal Point; Vector Optimization Problem; Nondominated Solution; Incumbent Solution; Fractional Programming Problem (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-642-20009-0_56

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DOI: 10.1007/978-3-642-20009-0_56

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