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Generating efficient faces for multiobjective linear programming problems

Author

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  • Hela Masri
  • Saoussen Krichen
  • Adel Guitouni

Abstract

In this paper, we propose a new method for generating the efficient solutions in multiobjective linear programming (MOLP) problems. An exact tree-based method is proposed to generate all the pareto set by adopting a bottom-up approach. This method is suitable for small- and medium-sized problems. For large-scaled problems, we develop a tabu search-based heuristic combined with a dichotomic exploration of the efficient set. This method generates potentially maximal efficient faces. The two methods are empirically compared. Experimental results show that the tree-based method ensures finding the entire efficient set in a reasonable central processing unit (CPU) time. Furthermore, the dichotomic TS method has a significant advantage for solving large-scaled instances of MOLP problems. It features good compromise between the central processing unit (CPU) time and the size of the generated efficient set.

Suggested Citation

  • Hela Masri & Saoussen Krichen & Adel Guitouni, 2012. "Generating efficient faces for multiobjective linear programming problems," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 15(1), pages 1-15.
    • Handle: RePEc:ids:ijores:v:15:y:2012:i:1:p:1-15
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    Cited by:

    1. Lamia Zerfa & Mohamed El-Amine Chergui, 2022. "Finding non dominated points for multiobjective integer convex programs with linear constraints," Journal of Global Optimization, Springer, vol. 84(1), pages 95-117, September.
    2. 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.

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