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

Date

2021-01-01

Author

Doğan, Ilgın
Lokman, Banu
Köksalan, Murat

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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.

URI

https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85106867663&origin=inward
https://hdl.handle.net/11511/91098

Journal

European Journal of Operational Research

DOI

https://doi.org/10.1016/j.ejor.2021.04.005

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Department of Industrial Engineering, Article

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Citation Formats

I. Doğan, B. Lokman, and M. Köksalan, “Representing the nondominated set in multi-objective mixed-integer programs,” European Journal of Operational Research, pp. 0–0, 2021, Accessed: 00, 2021. [Online]. Available: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85106867663&origin=inward.