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A matheuristic for tri-objective binary integer linear programming
DOI:10.1016/j.cor.2023.106397.png)
Abstract
En 中文
Many real-world optimisation problems involve multiple objectives. When considered concurrently, they give rise to a set of optimal trade-off solutions, also known as efficient solutions. These solutions have the property that neither objective can be improved without deteriorating another objective. Motivated by the success of matheuristics in the single-objective domain, we propose a linear programming-based matheuristic for triobjective binary integer linear programming. To achieve a high-quality approximation of the optimal set of trade-off solutions, a lower bound set is first obtained using the vector linear programming solver Bensolve. Then, feasibility pump-based ideas in combination with path relinking are applied in novel ways so as to obtain a high-quality upper bound set. Our matheuristic is compared to a recently suggested algorithm that is, to the best of our knowledge, the only existing matheuristic method for tri-objective binary integer linear programming. In an extensive computational study, we show that our method generates a better approximation of the true Pareto front than the state-of-the-art matheuristic on a large set of tri-objective benchmark instances. Since the developed approach starts from a potentially fractional lower bound set, it may also be used as a primal heuristic in the context of linear relaxation-based multi-objective branch-and-bound algorithms.
Keywords:
Integer programming
Multi-objective optimisation
Feasibility pump
Path relinking
Matheuristic
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