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Fathoming rules for biobjective mixed integer linear programs: Review and extensions
Institution:1. Xpress Optimizer Team, FICO, Birmingham B37 7GN, United Kingdom;2. Department of Industrial Engineering, Erciyes University, 38039 Kayseri, Turkey;3. Department of Mathematical Sciences, Clemson University, Clemson, SC 29630, USA
Abstract:We consider the class of biobjective mixed integer linear programs (BOMILPs). We review fathoming rules for general BOMILPs and present them in a unified manner. We then propose new fathoming rules that rely on solving specially designed LPs, hence making no assumption on the type of problem and only using polynomial-time algorithms. We describe an enhancement for carrying out these rules by performing a limited number of pivot operations on an LP, and then we provide insight that helps to make these rules even more efficient by either focusing on a smaller number of feasible solutions or by resorting to heuristics that limit the number of LPs solved.
Keywords:Nadir point  Nadir set  Bound set  Pareto point  Branch-and-bound
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