Abstract
In this paper, we consider generating a representative subset of nondominated points at a prespecified precision in multi-objective mixed-integer programs (MOMIPs). The number of nondominated points grows exponentially with problem size and finding all nondominated points is typically hard in MOMIPs. Representing the nondominated set with a small subset of nondominated points is important for a decision maker to get an understanding of the layout of solutions. The shape and density of the nondominated points over the objective space may be critical in obtaining a set of solutions that represent the nondominated set well. We develop an exact algorithm that generates a representative set guaranteeing a prespecified precision. Our experiments on a variety of problems demonstrate that our algorithm outperforms existing approaches in terms of both the cardinality of the representative set and computation times.
Original language | English |
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Pages (from-to) | 804-818 |
Number of pages | 15 |
Journal | European Journal of Operational Research |
Volume | 296 |
Issue number | 3 |
Early online date | 29 Sept 2021 |
DOIs | |
Publication status | Published - 1 Feb 2022 |