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A Branch & Cut Algorithm to Compute Nondominated Solutions in MOLFP via Reference Points

In: Operations Research Proceedings 2010

Author

Listed:
  • João Paulo Costa

    (University of Coimbra/INESC-Coimbra)

  • Maria João Alves

    (University of Coimbra/INESC-Coimbra)

Abstract

Basedon some previous work ona Branch & Bound algorithm to compute nondominated solutions in multiobjective linear fractional programming (MOLFP) problems using reference points, we now present a new algorithm where special cuts are introduced. These cuts stem from some conditions that identify parts of the feasible region where the nondominated solution that optimizes the current achievement scalarizing function (ASF) cannot be obtained. Introducing the cuts substantially improves the performance of the previous algorithm. The results of several tests carried out to evaluate the performance of the new Branch & Cut algorithm against the old Branch & Bound are reported.

Suggested Citation

  • João Paulo Costa & Maria João Alves, 2011. "A Branch & Cut Algorithm to Compute Nondominated Solutions in MOLFP via Reference Points," Operations Research Proceedings, in: Bo Hu & Karl Morasch & Stefan Pickl & Markus Siegle (ed.), Operations Research Proceedings 2010, pages 353-358, Springer.
    • Handle: RePEc:spr:oprchp:978-3-642-20009-0_56
    DOI: 10.1007/978-3-642-20009-0_56
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    Cited by:

    1. João Costa & Maria Alves, 2013. "Enhancing computations of nondominated solutions in MOLFP via reference points," Journal of Global Optimization, Springer, vol. 57(3), pages 617-631, November.

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