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Optimizing a linear function over the efficient set of a multiple objective integer quadratic program

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  • Mohamed El-Amine Badjara
  • Mohamed El-Amine Chergui

Abstract

In this paper, we investigate the optimization of a function over the efficient set of a Multiple Objective Integer Quadratic Program (MOIQP). The method described employs a branch-and-cut approach to address the problem. At every node within the search tree, a profound cut is derived by considering the ascending trends of the criteria. This cut enables the removal of branches where the associated sub-problems don’t contain efficient solutions. The proposed methodology is illustrated in an example. Extensive numerical experiments are conducted to demonstrate the method’s effectiveness against state-of-the-art methods.

Suggested Citation

  • Mohamed El-Amine Badjara & Mohamed El-Amine Chergui, 2025. "Optimizing a linear function over the efficient set of a multiple objective integer quadratic program," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 76(6), pages 1177-1188, June.
    • Handle: RePEc:taf:tjorxx:v:76:y:2025:i:6:p:1177-1188
    DOI: 10.1080/01605682.2024.2416510
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