On improvements of multi-objective branch and bound

Branch and bound methods which are based on the principle “divide and conquer” are a well established solution approach in single-objective integer programming. In multi-objective optimization, branch and bound algorithms are increasingly attracting interest. However, the larger number of objectives...

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Main Authors: Julius Bauß, Sophie N. Parragh, Michael Stiglmayr
Format: Article
Language:English
Published: Elsevier 2024-01-01
Series:EURO Journal on Computational Optimization
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Online Access:http://www.sciencedirect.com/science/article/pii/S2192440624000169
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author Julius Bauß
Sophie N. Parragh
Michael Stiglmayr
author_facet Julius Bauß
Sophie N. Parragh
Michael Stiglmayr
author_sort Julius Bauß
collection DOAJ
description Branch and bound methods which are based on the principle “divide and conquer” are a well established solution approach in single-objective integer programming. In multi-objective optimization, branch and bound algorithms are increasingly attracting interest. However, the larger number of objectives raises additional difficulties for implicit enumeration approaches like branch and bound. Since bounding and pruning is considerably weaker in multiple objectives, many branches have to be (partially) searched and may not be pruned directly. The adaptive use of objective space information can guide the search in promising directions to determine a good approximation of the Pareto front already in early stages of the algorithm. In particular, we focus in this article on improving the branching and queuing of subproblems and the handling of lower bound sets.In our numerical tests, we evaluate the impact of the proposed methods in comparison to a standard implementation of multi-objective branch and bound on knapsack problems, generalized assignment problems and (un)capacitated facility location problems.
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spelling doaj-art-a69666533d2d48e083dcfceed2ff69492025-08-20T02:37:41ZengElsevierEURO Journal on Computational Optimization2192-44062024-01-011210009910.1016/j.ejco.2024.100099On improvements of multi-objective branch and boundJulius Bauß0Sophie N. Parragh1Michael Stiglmayr2University of Wuppertal, School of Mathematics and Natural Sciences, Gauß str. 20, 42119 Wuppertal, GermanyJohannes Kepler University Linz, Institute of Production and Logistics Management / JKU Business School, Altenberger Str. 69, 4040 Linz, AustriaUniversity of Wuppertal, School of Mathematics and Natural Sciences, Gauß str. 20, 42119 Wuppertal, Germany; Corresponding author.Branch and bound methods which are based on the principle “divide and conquer” are a well established solution approach in single-objective integer programming. In multi-objective optimization, branch and bound algorithms are increasingly attracting interest. However, the larger number of objectives raises additional difficulties for implicit enumeration approaches like branch and bound. Since bounding and pruning is considerably weaker in multiple objectives, many branches have to be (partially) searched and may not be pruned directly. The adaptive use of objective space information can guide the search in promising directions to determine a good approximation of the Pareto front already in early stages of the algorithm. In particular, we focus in this article on improving the branching and queuing of subproblems and the handling of lower bound sets.In our numerical tests, we evaluate the impact of the proposed methods in comparison to a standard implementation of multi-objective branch and bound on knapsack problems, generalized assignment problems and (un)capacitated facility location problems.http://www.sciencedirect.com/science/article/pii/S2192440624000169Multi-objective optimizationBranch and boundInteger programmingAdaptive node selectionLower bound sets
spellingShingle Julius Bauß
Sophie N. Parragh
Michael Stiglmayr
On improvements of multi-objective branch and bound
EURO Journal on Computational Optimization
Multi-objective optimization
Branch and bound
Integer programming
Adaptive node selection
Lower bound sets
title On improvements of multi-objective branch and bound
title_full On improvements of multi-objective branch and bound
title_fullStr On improvements of multi-objective branch and bound
title_full_unstemmed On improvements of multi-objective branch and bound
title_short On improvements of multi-objective branch and bound
title_sort on improvements of multi objective branch and bound
topic Multi-objective optimization
Branch and bound
Integer programming
Adaptive node selection
Lower bound sets
url http://www.sciencedirect.com/science/article/pii/S2192440624000169
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