A Simple and Efficient Algorithm For Solving Three Objective Integer Programs

We present a new variant of the full (p − 1)-split algorithm, the Quadrant Shrinking Method, for finding all nondominated points of a triobjective integer program. The algorithm is easy to implement and solves at most 3|YN |+1 single-objective integer programs, where YN is the set of all nondominated points, when computing the entire nondominated frontier. A computational study demonstrates the efficacy of the proposed method.

[1]  V. Bowman On the Relationship of the Tchebycheff Norm and the Efficient Frontier of Multiple-Criteria Objectives , 1976 .

[2]  Y. Aneja,et al.  BICRITERIA TRANSPORTATION PROBLEM , 1979 .

[3]  Ralph E. Steuer,et al.  An interactive weighted Tchebycheff procedure for multiple objective programming , 1983, Math. Program..

[4]  Yacov Y. Haimes,et al.  Multiobjective Decision Making: Theory and Methodology , 1983 .

[5]  D. J. Elzinga,et al.  An algorithm for the bi-criterion integer programming problem , 1986 .

[6]  Alejandro Crema,et al.  A method for finding the set of non-dominated vectors for multiple objective integer linear programs , 2004, Eur. J. Oper. Res..

[7]  Jared L. Cohon,et al.  Multiobjective programming and planning , 2004 .

[8]  Matthias Ehrgott,et al.  A discussion of scalarization techniques for multiple objective integer programming , 2006, Ann. Oper. Res..

[9]  Horst W. Hamacher,et al.  Finding representative systems for discrete bicriterion optimization problems , 2007, Oper. Res. Lett..

[10]  Clarisse Dhaenens,et al.  K-PPM: A new exact method to solve multi-objective combinatorial optimization problems , 2010, Eur. J. Oper. Res..

[11]  Anthony Przybylski,et al.  Multiple objective branch and bound for mixed 0-1 linear programming: Corrections and improvements for the biobjective case , 2013, Comput. Oper. Res..

[12]  Murat Köksalan,et al.  Finding all nondominated points of multi-objective integer programs , 2013, J. Glob. Optim..

[13]  Martin W. P. Savelsbergh,et al.  Biobjective mixed integer programs instances , 2013 .

[14]  Thomas R. Stidsen,et al.  A Branch and Bound Algorithm for a Class of Biobjective Mixed Integer Programs , 2014, Manag. Sci..

[15]  Serpil Sayin,et al.  A new algorithm for generating all nondominated solutions of multiobjective discrete optimization problems , 2014, Eur. J. Oper. Res..

[16]  Benjamin A. Burton,et al.  Multi-Objective Integer Programming: An Improved Recursive Algorithm , 2011, Journal of Optimization Theory and Applications.

[17]  Kathrin Klamroth,et al.  A linear bound on the number of scalarizations needed to solve discrete tricriteria optimization problems , 2013, J. Glob. Optim..

[18]  Martin W. P. Savelsbergh,et al.  The L-shape search method for triobjective integer programming , 2016, Math. Program. Comput..