Abstract
This paper concerns an optimization problem over the efficient set of a multiobjective linear programming problem. We propose an equivalent mixed integer programming (MIP) problem and compute an optimal solution by solving the MIP problem. Compared with the previous MIP approach by Sun, the proposed approach relaxes an assumption which lets a more general class of problem can be solved and reduces the size of the MIP problem. By conducting the experiments on a well-known application of the OE problem, the minimum maximal flow problem, we find that the proposed approach is more accurate and faster. The MIP problem can be efficiently solved by current state-of-the-art MIP solvers when the objective function is convex or linear.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
In fact, since all 0–1 linear programmings are a kind of DC, but the reverse is not true. So the specialized tools on MIP may able to achieve a better performance.
- 2.
There are more specialized experiments which satisfied the Assumption 1 been conducted, and can be found in author’s homepage. Even in those cases, the accuracy of both approaches are the same while the running times of our approach are still less than the previous approach. But the feasible region is a 1-dimensional space which is so special, so we do not put these instances in this paper.
References
An, L.T.H., Tao, P.D., Muu, L.D.: Numerical solution for optimization over the efficient set by dc optimization algorithms. Oper. Res. Lett. 19(3), 117–128 (1996)
Benson, H.P.: An algorithm for optimizing over the weakly-efficient set. Eur. J. Oper. Res. 25(2), 192–199 (1986)
Benson, H.P.: A finite, nonadjacent extreme-point search algorithm for optimization over the efficient set. J. Optim. Theory Appl. 73(1), 47–64 (1992)
Benson, H.P.: An outcome space algorithm for optimization over the weakly efficient set of a multiple objective nonlinear programming problem. J. Global Optim. 52(3), 553–574 (2012)
Benson, H.P., Lee, D.: Outcome-based algorithm for optimizing over the efficient set of a bicriteria linear programming problem. J. Optim. Theory Appl. 88(1), 77–105 (1996)
Bolintineanu, S.: Minimization of a quasi-concave function over an efficient set. Math. Program. 61(1–3), 89–110 (1993)
Dauer, J.P., Fosnaugh, T.A.: Optimization over the efficient set. J. Global Optim. 7(3), 261–277 (1995)
Hoang, T.: Convex Analysis and Global Optimization. Springer (2016)
Liu, Z., Ehrgott, M.: Primal and dual algorithms for optimization over the efficient set. Optimization 67(10) 1–26 (2018)
Lu, K., Mizuno, S., Shi, J.: A mixed integer programming approach for the minimum maximal flow. J. Oper. Res. Soc. Jpn 64(4), 261–271 (2018)
Lu, K., Mizuno, S., Shi, J.: Optimization over the efficient set of a linear multiobjective programming: Algorithm and applications (to appear). RIMS Kôkyûroku (2018)
Muu, L.D., Thuy, L.Q.: On dc optimization algorithms for solving minmax flow problems. Math. Methods Oper. Res. 80(1), 83–97 (2014)
Philip, J.: Algorithms for the vector maximization problem. Math. Program. 2(1), 207–229 (1972)
Phong, T.Q., Tuyen, J.: Bisection search algorithm for optimizing over the efficient set. Vietnam J. Math. 28, 217–226 (2000)
Shi, J., Yamamoto, Y.: A global optimization method for minimum maximal flow problem. Acta Math. Vietnam. 22(1), 271–287 (1997)
Shigeno, M., Takahashi, I., Yamamoto, Y.: Minimum maximal flow problem: an optimization over the efficient set. J. Global Optim. 25(4), 425–443 (2003)
Sun, E.: On optimization over the efficient set of a multiple objective linear programming problem. J. Optim. Theory Appl. 172(1), 236–246 (2017)
Thach, P., Konno, H., Yokota, D.: Dual approach to minimization on the set of pareto-optimal solutions. J. Optim. Theory Appl. 88(3), 689–707 (1996)
Yamamoto, Y.: Optimization over the efficient set: overview. J. Global Optim. 22(1–4), 285–317 (2002)
Acknowledgment
This research is supported in part by Grant-in-Aid for Science Research (A) 26242027 and Grant-in-Aid for Scientific Research (C) 17K01272 of Japan Society for the Promotion of Science.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2020 Springer Nature Switzerland AG
About this paper
Cite this paper
Lu, K., Mizuno, S., Shi, J. (2020). A Numerical Study on MIP Approaches over the Efficient Set. In: Le Thi, H., Le, H., Pham Dinh, T. (eds) Optimization of Complex Systems: Theory, Models, Algorithms and Applications. WCGO 2019. Advances in Intelligent Systems and Computing, vol 991. Springer, Cham. https://doi.org/10.1007/978-3-030-21803-4_61
Download citation
DOI: https://doi.org/10.1007/978-3-030-21803-4_61
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-21802-7
Online ISBN: 978-3-030-21803-4
eBook Packages: Intelligent Technologies and RoboticsIntelligent Technologies and Robotics (R0)