Paper Info
Title
A new mixed integer programming approach for optimization over the efficient set of a multiobjective linear programming problem
Abstract
This paper concerns an optimization problem over the efficient set of a multiobjective linear programming problem. We propose and solve an equivalent mixed integer programming (MIP) problem to compute an optimal solution to the original problem. Compared with the previous MIP approach by Sun, the proposed approach relaxes a strong assumption and reduces the numbers of constraints and binary variables of the MIP problem. By conducting numerical experiments, we find that the proposed approach is more accurate and faster than the previous MIP approach. The proposed MIP problem can be efficiently solved with current state-of-the-art MIP solvers when the objective function is convex or linear.
Year
DOI
Venue
2020
10.1007/s11590-020-01554-7
OPTIMIZATION LETTERS
Keywords
DocType
Volume
Global optimization,Multiobjective programming,Efficient set,Linear complementarity conditions,Mixed integer programming
Journal
14.0
Issue
ISSN
Citations 
8.0
1862-4472
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Kuan Lu100.34
Shinji Mizuno2792153.37
Jianming Shi39012.74