19 research outputs found
An outer approximation algorithm for multi-objective mixed-integer linear and non-linear programming
In this paper, we present the first outer approximation algorithm for
multi-objective mixed-integer linear programming problems with any number of
objectives. The algorithm also works for certain classes of non-linear
programming problems. It produces the non-dominated extreme points as well as
the facets of the convex hull of these points. The algorithm relies on an
oracle which solves single-objective weighted-sum problems and we show that the
required number of oracle calls is polynomial in the number of facets of the
convex hull of the non-dominated extreme points in the case of multiobjective
mixed-integer programming (MOMILP). Thus, for MOMILP problems for which the
weighted-sum problem is solvable in polynomial time, the facets can be computed
with incremental-polynomial delay. From a practical perspective, the algorithm
starts from a valid lower bound set for the non-dominated extreme points and
iteratively improves it. Therefore it can be used in multi-objective
branch-and-bound algorithms and still provide a valid bound set at any stage,
even if interrupted before converging. Moreover, the oracle produces Pareto
optimal solutions, which makes the algorithm also attractive from the primal
side in a multi-objective branch-and-bound context. Finally, the oracle can
also be called with any relaxation of the primal problem, and the obtained
points and facets still provide a valid lower bound set. A computational study
on a set of benchmark instances from the literature and new non-linear
multi-objective instances is provided.Comment: 21 page
A criterion space decomposition approach to generalized tri-objective tactical resource allocation
We present a tri-objective mixed-integer linear programming model of the tactical resource allocation problem with inventories, called the\ua0generalized tactical resource allocation problem\ua0(GTRAP). We propose a specialized criterion space decomposition strategy, in which the projected two-dimensional criterion space is partitioned and the corresponding sub-problems are solved in parallel by application of the\ua0quadrant shrinking method\ua0(QSM) (Boland in Eur J Oper Res 260(3):873â885, 2017) for identifying non-dominated points. To obtain an efficient implementation of the parallel variant of the QSM we suggest some modifications to reduce redundancies. Our approach is tailored for the GTRAP and is shown to have superior computational performance as compared to using the QSM without parallelization when applied to industrial instances
On the representation of the search region in multi-objective optimization
Given a finite set of feasible points of a multi-objective optimization
(MOO) problem, the search region corresponds to the part of the objective space
containing all the points that are not dominated by any point of , i.e. the
part of the objective space which may contain further nondominated points. In
this paper, we consider a representation of the search region by a set of tight
local upper bounds (in the minimization case) that can be derived from the
points of . Local upper bounds play an important role in methods for
generating or approximating the nondominated set of an MOO problem, yet few
works in the field of MOO address their efficient incremental determination. We
relate this issue to the state of the art in computational geometry and provide
several equivalent definitions of local upper bounds that are meaningful in
MOO. We discuss the complexity of this representation in arbitrary dimension,
which yields an improved upper bound on the number of solver calls in
epsilon-constraint-like methods to generate the nondominated set of a discrete
MOO problem. We analyze and enhance a first incremental approach which operates
by eliminating redundancies among local upper bounds. We also study some
properties of local upper bounds, especially concerning the issue of redundant
local upper bounds, that give rise to a new incremental approach which avoids
such redundancies. Finally, the complexities of the incremental approaches are
compared from the theoretical and empirical points of view.Comment: 27 pages, to appear in European Journal of Operational Researc
Effective anytime algorithm for multiobjective combinatorial optimization problems
In multiobjective optimization, the result of an optimization algorithm is a set of efficient solutions from which the decision maker selects one. It is common that not all the efficient solutions can be computed in a short time and the search algorithm has to be stopped prematurely to analyze the solutions found so far. A set of efficient solutions that are well-spread in the objective space is preferred to provide the decision maker with a great variety of solutions. However, just a few exact algorithms in the literature exist with the ability to provide such a well-spread set of solutions at any moment: we call them anytime algorithms. We propose a new exact anytime algorithm for multiobjective combinatorial optimization combining three novel ideas to enhance the anytime behavior. We compare the proposed algorithm with those in the state-of-the-art for anytime multiobjective combinatorial optimization using a set of 480 instances from different well-known benchmarks and four different performance measures: the overall non-dominated vector generation ratio, the hypervolume, the general spread and the additive epsilon indicator. A comprehensive experimental study reveals that our proposal outperforms the previous algorithms in most of the instances.This research has been partially funded by the Spanish Ministry of Economy and Competitiveness (MINECO) and the European Regional Development Fund (FEDER) under contract TIN2017-88213-R (6city project), the European Research Council under contract H2020-ICT-2019-3 (TAILOR project), the University of MĂĄlaga, ConsejerĂa de EconomĂa y Conocimiento de la Junta de AndalucĂa and FEDER under contract UMA18-FEDERJA-003 (PRECOG project), the Ministry of Science, Innovation and Universities and FEDER under contract RTC-2017-6714-5, and the University of MĂĄlaga under contract PPIT.UMA.B1.2017/07 (EXHAURO Project)