131 research outputs found
Adaptive Improvements of Multi-Objective Branch and Bound
Branch and bound methods which are based on the principle "divide and
conquer" are a well established solution approach in single-objective integer
programming. In multi-objective optimization branch and bound algorithms are
increasingly attracting interest. However, the larger number of objectives
raises additional difficulties for implicit enumeration approaches like branch
and bound. Since bounding and pruning is considerably weaker in multiple
objectives, many branches have to be (partially) searched and may not be pruned
directly. The adaptive use of objective space information can guide the search
in promising directions to determine a good approximation of the Pareto front
already in early stages of the algorithm. In particular we focus in this
article on improving the branching and queuing of subproblems and the handling
of lower bound sets.
In our numerical test we evaluate the impact of the proposed methods in
comparison to a standard implementation of multiobjective branch and bound on
knapsack problems, generalized assignment problems and (un)capacitated facility
location problems
Heuristic algorithms for solving a class of multiobjective zero-one programming problems
Master'sMASTER OF ENGINEERIN
LEO: Learning Efficient Orderings for Multiobjective Binary Decision Diagrams
Approaches based on Binary decision diagrams (BDDs) have recently achieved
state-of-the-art results for multiobjective integer programming problems. The
variable ordering used in constructing BDDs can have a significant impact on
their size and on the quality of bounds derived from relaxed or restricted BDDs
for single-objective optimization problems. We first showcase a similar impact
of variable ordering on the Pareto frontier (PF) enumeration time for the
multiobjective knapsack problem, suggesting the need for deriving variable
ordering methods that improve the scalability of the multiobjective BDD
approach. To that end, we derive a novel parameter configuration space based on
variable scoring functions which are linear in a small set of interpretable and
easy-to-compute variable features. We show how the configuration space can be
efficiently explored using black-box optimization, circumventing the curse of
dimensionality (in the number of variables and objectives), and finding good
orderings that reduce the PF enumeration time. However, black-box optimization
approaches incur a computational overhead that outweighs the reduction in time
due to good variable ordering. To alleviate this issue, we propose LEO, a
supervised learning approach for finding efficient variable orderings that
reduce the enumeration time. Experiments on benchmark sets from the knapsack
problem with 3-7 objectives and up to 80 variables show that LEO is ~30-300%
and ~10-200% faster at PF enumeration than common ordering strategies and
algorithm configuration. Our code and instances are available at
https://github.com/khalil-research/leo
An exact algebraic ϵ-constraint method for bi-objective linear integer programming based on test sets
A new exact algorithm for bi-objective linear integer problems is presented, based on the classic - constraint method and algebraic test sets for single-objective linear integer problems. Our method pro- vides the complete Pareto frontier N of non-dominated points and, for this purpose, it considers exactly |N | single-objective problems by using reduction with test sets instead of solving with an optimizer. Al- though we use Gröbner bases for the computation of test sets, which may provoke a bottleneck in princi- ple, the computational results are shown to be promising, especially for unbounded knapsack problems,for which any usual branch-and-cut strategy could be much more expensive. Nevertheless, this algorithmcan be considered as a potentially faster alternative to IP-based methods when test sets are available.Ministerio de Economía y Competitividad MTM2016-74983-C2-1-RMinisterio de Economía y Competitividad MTM2016-75024-PJunta de Andalucía P12-FQM-269
Exact And Representative Algorithms For Multi Objective Optimization
In most real-life problems, the decision alternatives are evaluated with multiple conflicting criteria. The entire set of non-dominated solutions for practical problems is impossible to obtain with reasonable computational effort. Decision maker generally needs only a representative set of solutions from the actual Pareto front. First algorithm we present is for efficiently generating a well dispersed non-dominated solution set representative of the Pareto front which can be used for general multi objective optimization problem. The algorithm first partitions the criteria space into grids to generate reference points and then searches for non-dominated solutions in each grid. This grid-based search utilizes achievement scalarization function and guarantees Pareto optimality. The results of our experimental results demonstrate that the proposed method is very competitive with other algorithms in literature when representativeness quality is considered; and advantageous from the computational efficiency point of view.
Although generating the whole Pareto front does not seem very practical for many real life cases, sometimes it is required for verification purposes or where DM wants to run his decision making structures on the full set of Pareto solutions. For this purpose we present another novel algorithm. This algorithm attempts to adapt the standard branch and bound approach to the multi objective context by proposing to branch on solution points on objective space. This algorithm is proposed for multi objective integer optimization type of problems. Various properties of branch and bound concept has been investigated and explained within the multi objective optimization context such as fathoming, node selection, heuristics, as well as some multi objective optimization specific concepts like filtering, non-domination probability, running in parallel. Potential of this approach for being used both as a full Pareto generation or an approximation approach has been shown with experimental studies
A benchmark test problem toolkit for multi-objective path optimization
Due to the complexity of multi-objective optimization problems (MOOPs) in general, it is crucial to test MOOP methods on some benchmark test problems. Many benchmark test problem toolkits have been developed for continuous parameter/numerical optimization, but fewer toolkits reported for discrete combinational optimization. This paper reports a benchmark test problem toolkit especially for multi-objective path optimization problem (MOPOP), which is a typical category of discrete combinational optimization. With the reported toolkit, the complete Pareto front of a generated test problem of MOPOP can be deduced and found out manually, and the problem scale and complexity are controllable and adjustable. Many methods for discrete combinational MOOPs often only output a partial or approximated Pareto front. With the reported benchmark test problem toolkit for MOPOP, we can now precisely tell how many true Pareto points are missed by a partial Pareto front, or how large the gap is between an approximated Pareto front and the complete one
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