PaMILO: A Solver for Multi-Objective Mixed Integer Linear Optimization and Beyond

In multi-objective optimization, several potentially conflicting objective functions need to be optimized. Instead of one optimal solution, we look for the set of so called non-dominated solutions. An important subset is the set of non-dominated extreme points. Finding it is a computationally hard problem in general. While solvers for similar problems exist, there are none known for multi-objective mixed integer linear programs (MOMILPs) or multi-objective mixed integer quadratically constrained quadratic programs (MOMIQCQPs). We present PaMILO, the first solver for finding non-dominated extreme points of MOMILPs and MOMIQCQPs. PaMILO provides an easy to use interface and is implemented in C++17. It solves occurring subproblems employing either CPLEX or Gurobi. PaMILO adapts the dual-benson algorithm for multi-objective linear programming (MOLP). As it was previously only defined for MOLPs, we describe how it can be adapted for MOMILPs, MOMIQCQPs and even more problem classes in the future

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

Output-sensitive complexity of multiobjective combinatorial optimization

We study output-sensitive algorithms and complexity for multiobjective combinatorial optimization problems. In this computational complexity framework, an algorithm for a general enumeration problem is regarded efficient if it is output-sensitive, i.e., its running time is bounded by a polynomial in the input and the output size. We provide both practical examples of MOCO problems for which such an efficient algorithm exists as well as problems for which no efficient algorithm exists under mild complexity theoretic assumptions

Multi-objective optimisation based planning of power-line grid expansions

German nuclear power phase out in 2022 leads to significant reconstruction of the energy transmission system. Thus, efficient identification of practical transmission routes with minimum impact on ecological and economical interests is of growing importance. Due to the sensitivity of Germany’s public to grid expansion (especially in case of overhead lines), the participation and planning process needs to provide a high degree of openness and accountability. Therefore, a new methodological approach for the computer-assisted finding of optimal power-line routes considering planning, ecological and economic decision criteria is presented. The approach is implemented in a tool-chain for the determination of transmission line routes (and sets of transmission line route alternatives) based on multi-criteria optimisation. Additionally, a decision support system, based on common Geographic Information Systems (GIS), consisting of interactive visualisation and exploration of the solution space is proposed

Multi-Objective Optimisation Based Planning of Power-Line Grid Expansions

German nuclear power phase out in 2022 leads to significant reconstruction of the energy transmission system. Thus, efficient identification of practical transmission routes with minimum impact on ecological and economical interests is of growing importance. Due to the sensitivity of Germany’s public to grid expansion (especially in case of overhead lines), the participation and planning process needs to provide a high degree of openness and accountability. Therefore, a new methodological approach for the computer-assisted finding of optimal power-line routes considering planning, ecological and economic decision criteria is presented. The approach is implemented in a tool-chain for the determination of transmission line routes (and sets of transmission line route alternatives) based on multi-criteria optimisation. Additionally, a decision support system, based on common Geographic Information Systems (GIS), consisting of interactive visualisation and exploration of the solution space is proposed