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arXiv · 1909.03829

Multi-Objective Mixed Integer Programming: An Objective Space Algorithm

William Pettersson·Melih Ozlen
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Abstract

This paper introduces the first objective space algorithm which can exactly find all supported and non-supported non-dominated solutions to a mixed-integer multi-objective linear program with an arbitrary number of objective functions. This algorithm is presented in three phases. First it builds up a super-set which contains the Pareto front. This super-set is then modified to not contain any intersecting polytopes. Once this is achieved, the algorithm efficiently calculates which portions of the super-set are not part of the Pareto front and removes them, leaving exactly the Pareto front.

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William Pettersson, Melih Ozlen. 2019-09-09. Multi-Objective Mixed Integer Programming: An Objective Space Algorithm. https://doi.org/10.1063/1.5090006

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