IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v60y2014i4p1009-1032.html
   My bibliography  Save this article

A Branch and Bound Algorithm for a Class of Biobjective Mixed Integer Programs

Author

Listed:
  • Thomas Stidsen

    (DTU Management, Technical University of Denmark, 2800 Copenhagen, Denmark)

  • Kim Allan Andersen

    (CORAL, Department of Economics and Business, Aarhus University, 8000 Aarhus C, Denmark)

  • Bernd Dammann

    (DTU Compute, Technical University of Denmark, 2800 Copenhagen, Denmark)

Abstract

Most real-world optimization problems are multiobjective by nature, involving noncomparable objectives. Many of these problems can be formulated in terms of a set of linear objective functions that should be simultaneously optimized over a class of linear constraints. Often there is the complicating factor that some of the variables are required to be integral. The resulting class of problems is named multiobjective mixed integer programming (MOMIP) problems. Solving these kinds of optimization problems exactly requires a method that can generate the whole set of nondominated points (the Pareto-optimal front). In this paper, we first give a survey of the newly developed branch and bound methods for solving MOMIP problems. After that, we propose a new branch and bound method for solving a subclass of MOMIP problems, where only two objectives are allowed, the integer variables are binary, and one of the two objectives has only integer variables. The proposed method is able to find the full set of nondominated points. It is tested on a large number of problem instances, from six different classes of MOMIP problems. The results reveal that the developed biobjective branch and bound method performs better on five of the six test problems, compared with a generic two-phase method. At this time, the two-phase method is the most preferred exact method for solving MOMIP problems with two criteria and binary variables. This paper was accepted by Dimitris Bertsimas, optimization.

Suggested Citation

  • Thomas Stidsen & Kim Allan Andersen & Bernd Dammann, 2014. "A Branch and Bound Algorithm for a Class of Biobjective Mixed Integer Programs," Management Science, INFORMS, vol. 60(4), pages 1009-1032, April.
    • Handle: RePEc:inm:ormnsc:v:60:y:2014:i:4:p:1009-1032
    DOI: 10.1287/mnsc.2013.1802
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.2013.1802
    Download Restriction: no
    File URL: https://libkey.io/10.1287/mnsc.2013.1802?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Bukchin, Joseph & Masin, Michael, 2004. "Multi-objective design of team oriented assembly systems," European Journal of Operational Research, Elsevier, vol. 156(2), pages 326-352, July.
    2. Christian Roed Pedersen & Lars Relund Nielsen & Kim Allan Andersen, 2008. "The Bicriterion Multimodal Assignment Problem: Introduction, Analysis, and Experimental Results," INFORMS Journal on Computing, INFORMS, vol. 20(3), pages 400-411, August.
    3. Francis Sourd & Olivier Spanjaard, 2008. "A Multiobjective Branch-and-Bound Framework: Application to the Biobjective Spanning Tree Problem," INFORMS Journal on Computing, INFORMS, vol. 20(3), pages 472-484, August.
    4. White, D. J., 1984. "A branch and bound method for multi-objective boolean problems," European Journal of Operational Research, Elsevier, vol. 15(1), pages 126-130, January.
    5. Michael Masin & Yossi Bukchin, 2008. "Diversity Maximization Approach for Multiobjective Optimization," Operations Research, INFORMS, vol. 56(2), pages 411-424, April.
    6. Y. P. Aneja & K. P. K. Nair, 1979. "Bicriteria Transportation Problem," Management Science, INFORMS, vol. 25(1), pages 73-78, January.
    7. Gülseren Kiziltan & Erkut Yucaou{g}lu, 1983. "An Algorithm for Multiobjective Zero-One Linear Programming," Management Science, INFORMS, vol. 29(12), pages 1444-1453, December.
    8. Mavrotas, G. & Diakoulaki, D., 1998. "A branch and bound algorithm for mixed zero-one multiple objective linear programming," European Journal of Operational Research, Elsevier, vol. 107(3), pages 530-541, June.
    9. Przybylski, Anthony & Gandibleux, Xavier & Ehrgott, Matthias, 2008. "Two phase algorithms for the bi-objective assignment problem," European Journal of Operational Research, Elsevier, vol. 185(2), pages 509-533, March.
    10. Klein, Dieter & Hannan, Edward, 1982. "An algorithm for the multiple objective integer linear programming problem," European Journal of Operational Research, Elsevier, vol. 9(4), pages 378-385, April.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Sune Lauth Gadegaard & Lars Relund Nielsen & Matthias Ehrgott, 2019. "Bi-objective Branch-and-Cut Algorithms Based on LP Relaxation and Bound Sets," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 790-804, October.
    2. Cacchiani, Valentina & D’Ambrosio, Claudia, 2017. "A branch-and-bound based heuristic algorithm for convex multi-objective MINLPs," European Journal of Operational Research, Elsevier, vol. 260(3), pages 920-933.
    3. Przybylski, Anthony & Gandibleux, Xavier, 2017. "Multi-objective branch and bound," European Journal of Operational Research, Elsevier, vol. 260(3), pages 856-872.
    4. David Bergman & Merve Bodur & Carlos Cardonha & Andre A. Cire, 2022. "Network Models for Multiobjective Discrete Optimization," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 990-1005, March.
    5. Forget, Nicolas & Gadegaard, Sune Lauth & Nielsen, Lars Relund, 2022. "Warm-starting lower bound set computations for branch-and-bound algorithms for multi objective integer linear programs," European Journal of Operational Research, Elsevier, vol. 302(3), pages 909-924.
    6. Alves, Maria Joao & Climaco, Joao, 2007. "A review of interactive methods for multiobjective integer and mixed-integer programming," European Journal of Operational Research, Elsevier, vol. 180(1), pages 99-115, July.
    7. Markus Leitner & Ivana Ljubić & Markus Sinnl, 2015. "A Computational Study of Exact Approaches for the Bi-Objective Prize-Collecting Steiner Tree Problem," INFORMS Journal on Computing, INFORMS, vol. 27(1), pages 118-134, February.
    8. Sophie N. Parragh & Fabien Tricoire, 2019. "Branch-and-Bound for Bi-objective Integer Programming," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 805-822, October.
    9. Nicolas Jozefowiez & Gilbert Laporte & Frédéric Semet, 2012. "A Generic Branch-and-Cut Algorithm for Multiobjective Optimization Problems: Application to the Multilabel Traveling Salesman Problem," INFORMS Journal on Computing, INFORMS, vol. 24(4), pages 554-564, November.
    10. Holzmann, Tim & Smith, J.C., 2018. "Solving discrete multi-objective optimization problems using modified augmented weighted Tchebychev scalarizations," European Journal of Operational Research, Elsevier, vol. 271(2), pages 436-449.
    11. Dächert, Kerstin & Klamroth, Kathrin & Lacour, Renaud & Vanderpooten, Daniel, 2017. "Efficient computation of the search region in multi-objective optimization," European Journal of Operational Research, Elsevier, vol. 260(3), pages 841-855.
    12. Soylu, Banu, 2018. "The search-and-remove algorithm for biobjective mixed-integer linear programming problems," European Journal of Operational Research, Elsevier, vol. 268(1), pages 281-299.
    13. Rong, Aiying & Figueira, José Rui & Lahdelma, Risto, 2015. "A two phase approach for the bi-objective non-convex combined heat and power production planning problem," European Journal of Operational Research, Elsevier, vol. 245(1), pages 296-308.
    14. Daniel Jornada & V. Jorge Leon, 2020. "Filtering Algorithms for Biobjective Mixed Binary Linear Optimization Problems with a Multiple-Choice Constraint," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 57-73, January.
    15. Natashia Boland & Hadi Charkhgard & Martin Savelsbergh, 2015. "A Criterion Space Search Algorithm for Biobjective Integer Programming: The Balanced Box Method," INFORMS Journal on Computing, INFORMS, vol. 27(4), pages 735-754, November.
    16. Przybylski, Anthony & Gandibleux, Xavier & Ehrgott, Matthias, 2008. "Two phase algorithms for the bi-objective assignment problem," European Journal of Operational Research, Elsevier, vol. 185(2), pages 509-533, March.
    17. Barbati, Maria & Greco, Salvatore & Kadziński, Miłosz & Słowiński, Roman, 2018. "Optimization of multiple satisfaction levels in portfolio decision analysis," Omega, Elsevier, vol. 78(C), pages 192-204.
    18. Jamain, Florian, 2014. "Représentations discrètes de l'ensemble des points non dominés pour des problèmes d'optimisation multi-objectifs," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14002 edited by Bazgan, Cristina.
    19. Natashia Boland & Hadi Charkhgard & Martin Savelsbergh, 2015. "A Criterion Space Search Algorithm for Biobjective Mixed Integer Programming: The Triangle Splitting Method," INFORMS Journal on Computing, INFORMS, vol. 27(4), pages 597-618, November.
    20. Serpil Say{i}n & Panos Kouvelis, 2005. "The Multiobjective Discrete Optimization Problem: A Weighted Min-Max Two-Stage Optimization Approach and a Bicriteria Algorithm," Management Science, INFORMS, vol. 51(10), pages 1572-1581, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:60:y:2014:i:4:p:1009-1032. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.