Relaxations and duality for multiobjective integer programming
The paper analyzed relaxations and developed a duality framework for Multiobjective integer programs (MOIPs) by leveraging results from single-objective integer programming. Presented an MOIP Lagrangian dual that generalizes the single-objective counterpart, relying on the idea of finding the best upper bound over all Lagrangian relaxations. In particular, authors formulated the Lagrangian relaxation of an MOIP and compared it with the continuous and convex hull relaxations. The convex hull relaxation is tight at supported efficient solutions of the MOIP but not at unsupported solutions. Showed via an example that a Lagrangian relaxation can provide a tighter upper bound at unsupported nondominated points. In addition also introduced two superadditive duals, namely, a set-valued formulation and a vector-valued variant. In this paper, the main goal is to present continuous, convex hull and Lagrangian relaxations for MOIPs and examine the relationship among them.
- A discussion of scalarization techniques for multiple objective integer programming
- A generalized saddlepoint theory. Its application to duality theory for linear vector optimum problems
- A generic branch-and-cut algorithm for multiobjective optimization problems: application to the multilabel traveling salesman problem
- A multiobjective branch-and-bound framework: application to the biobjective spanning tree problem
- A new method for optimizing a linear function over the efficient set of a multiobjective integer program
- A recursive algorithm for finding all nondominated extreme points in the outcome set of a multiobjective integer programme
- A two phase method for multi-objective integer programming and its application to the assignment problem with three objectives
- An exact algorithm for finding extreme supported nondominated points of multiobjective mixed integer programs
- Bicriteria Transportation Problem
- Bound sets for biobjective combinatorial optimization problems
- Cutting-plane theory: Algebraic methods
- Duality theory for the matrix linear programming problem
- Duality, Indifference and Sensitivity Analysis inr Multiple Objective Linear Programming
- Efficient computation of the search region in multi-objective optimization
- Geometric Duality in Multiple Objective Linear Programming
- scientific article; zbMATH DE number 3614502 (Why is no real title available?)
- scientific article; zbMATH DE number 1784662 (Why is no real title available?)
- scientific article; zbMATH DE number 2156773 (Why is no real title available?)
- scientific article; zbMATH DE number 915988 (Why is no real title available?)
- scientific article; zbMATH DE number 3069630 (Why is no real title available?)
- Integer programming duality in multiple objective programming
- Integer programming duality: Price functions and sensitivity analysis
- Lower bound sets for biobjective shortest path problems
- Multi-objective branch and bound
- Multicriteria branch and bound: a vector maximization algorithm for mixed 0-1 multiple objective linear programming
- Multicriteria Optimization
- Multiobjective linear programming. An introduction
- Multiple objective branch and bound for mixed 0-1 linear programming: corrections and improvements for the biobjective case
- On a Bicriterion Formulation of the Problems of Integrated System Identification and System Optimization
- On duality in multiple objective linear programming
- On some relations between a dual pair of multiple objective linear programs
- Proper efficiency and the theory of vector maximization
- Saddle points and scalarizing sets in multiple objective linear programming
- Set-valued duality theory for multiple objective linear programs and application to mathematical finance
- Surrogate upper bound sets for bi-objective bi-dimensional binary knapsack problems
- Technical Note—Proper Efficiency and the Linear Vector Maximum Problem
- The Lagrangian Relaxation Method for Solving Integer Programming Problems
- Two-phase Pareto local search for the biobjective traveling salesman problem
- Vector Optimization with Infimum and Supremum
- Warm-starting lower bound set computations for branch-and-bound algorithms for multi objective integer linear programs
This page was built for publication: Relaxations and duality for multiobjective integer programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6608043)
