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Optimizing a linear function over an efficient set

Author

Listed:
  • Hadjer Belkhiri

    (USTHB)

  • Mohamed El-Amine Chergui

    (USTHB)

  • Fatma Zohra Ouaïl

    (USTHB)

Abstract

In this work, we deal with a global optimization problem (P) for which we look for the most preferred extreme point (vertex) of the convex polyhedron according to a new linear criterion, among all efficient vertices of a multi-objective linear programming problem. This problem has been studied for decades and a lot has been done since the 70’s. Our purpose is to propose a new and effective methodology for solving (P) using a branch and bound based technique, in which, at each node of the search tree, new customized bounds are established to delete uninteresting areas from the decision space. In addition, an efficiency test is performed considering the last simplex tableau corresponding to the current visited vertex. A comparative study shows that the proposed method outperforms the most recent and performing method dedicated to solve (P).

Suggested Citation

  • Hadjer Belkhiri & Mohamed El-Amine Chergui & Fatma Zohra Ouaïl, 2022. "Optimizing a linear function over an efficient set," Operational Research, Springer, vol. 22(4), pages 3183-3201, September.
    • Handle: RePEc:spr:operea:v:22:y:2022:i:4:d:10.1007_s12351-021-00664-z
    DOI: 10.1007/s12351-021-00664-z
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    References listed on IDEAS

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    1. Piercy, Craig A. & Steuer, Ralph E., 2019. "Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming," European Journal of Operational Research, Elsevier, vol. 277(2), pages 653-666.
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    3. Boland, Natashia & Charkhgard, Hadi & Savelsbergh, Martin, 2017. "A new method for optimizing a linear function over the efficient set of a multiobjective integer program," European Journal of Operational Research, Elsevier, vol. 260(3), pages 904-919.
    4. Andreas Löhne & Birgit Rudloff & Firdevs Ulus, 2014. "Primal and dual approximation algorithms for convex vector optimization problems," Journal of Global Optimization, Springer, vol. 60(4), pages 713-736, December.
    5. J. Fülöp & L. D. Muu, 2000. "Branch-and-Bound Variant of an Outcome-Based Algorithm for Optimizing over the Efficient Set of a Bicriteria Linear Programming Problem," Journal of Optimization Theory and Applications, Springer, vol. 105(1), pages 37-54, April.
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