
arXiv: 1909.03829
This paper introduces the first objective space algorithm which can exactly find all supported and non-supported non-dominated solutions to a mixed-integer multi-objective linear program with an arbitrary number of objective functions. This algorithm is presented in three phases. First it builds up a super-set which contains the Pareto front. This super-set is then modified to not contain any intersecting polytopes. Once this is achieved, the algorithm efficiently calculates which portions of the super-set are not part of the Pareto front and removes them, leaving exactly the Pareto front.
6 pages, presented at LeGO International Global Optimization Workshop. At time of submission, no competing algorithm was known, but a competing algorithm was published between submission and presentation of this work
FOS: Computer and information sciences, 90-08, Optimization and Control (math.OC), Computer Science - Data Structures and Algorithms, FOS: Mathematics, Data Structures and Algorithms (cs.DS), Mathematics - Optimization and Control
FOS: Computer and information sciences, 90-08, Optimization and Control (math.OC), Computer Science - Data Structures and Algorithms, FOS: Mathematics, Data Structures and Algorithms (cs.DS), Mathematics - Optimization and Control
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