Quadratic optimization over a discrete pareto set of a multi-objective linear fractional program. (3rd July 2021)

• Record Type: Journal Article
• Authors: Moulaï, Mustapha; Mekhilef, Amal
• Is Part Of: Optimization. Volume 70:Number 7(2021)
• Page Start: 1425
• Page End: 1442
• Publication Date: 2021-07-03
• Subjects: Multi-objective optimization -- global optimization -- integer fractional programming -- quadratic programming; 90C29 -- 90C32 -- 90C26 -- 90C10; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2020.1730834
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: In the present paper, an exact algorithm is proposed for maximizing a quadratic function over the efficient set of a multi-objective integer linear fractional programming problem. This method uses a branch and bound search in the decision space and a cutting plane which will significantly shorten the search. A sequence of quadratic programs are solved, the feasible region is iteratively partitioned with two branching constraints or reduced using a cutting plane. We establish theoretical results which prove the effectiveness of this exact method. For illustration, a numerical example and some computational experiments are reported.