A Branch-and-Bound Algorithm for Multiobjective Mixed-integer Convex Optimization

Stefan Rocktäschel introduces a branch-and-bound algorithm that determines a cover of the efficient set of multiobjective mixed-integer convex optimization problems. He examines particular steps of this algorithm in detail and enhances the basic algorithm with additional modifications that ensure a more precise cover of the efficient set. Finally, he gives numerical results on some test instances.

First algorithm for solving multiobjective mixed-integer convex optimization problems

Autorentext

Stefan Rocktäschel works as scientific assistant at the Institute for Mathematics of Technische Universität Ilmenau, Germany.

Inhalt
Theoretical basics for solving multiobjective mixed-integer convex optimization problems.- An algorithm for solving this class of optimization problems.- Test instances and numerical results.