Reference-point-based branch and bound algorithm for multiobjective optimization

DOI10.1007/S10898-023-01306-8arXiv2302.13470OpenAlexW4382072304MaRDI QIDQ6203550FDOQ6203550

Weitian Wu, Xinmin Yang

Publication date: 5 April 2024

Published in: Journal of Global Optimization (Search for Journal in Brave)

Abstract: In this paper, a branch and bound algorithm that incorporates the decision maker's preference information is proposed for multiobjective optimization. In the proposed algorithm, a new discarding test is designed to check whether a box contains preferred solutions according to the preference information expressed by means of reference points. In this way, the proposed algorithm is able to gradually guide the search towards the region of interest on the Pareto fronts during the solution process. We prove that the proposed algorithm obtains $varepsilon$-efficient solutions distributed in the region of interest. Moreover, lower bound on the total finite number of required iterations for predefined precision is also provided. Finally, the algorithm is illustrated with a number of test problems.

Full work available at URL: https://arxiv.org/abs/2302.13470

zbMATH Keywords

branch-and-bound algorithmmultiobjective optimizationreference pointpreference information

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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