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An Exact Method for a Discrete Multiobjective Linear Fractional Optimization

机译:离散多目标线性分数优化的精确方法

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Integer linear fractional programming problem with multiple objective (MOILFP) is an important field of research and has not received as much attention as did multiple objective linear fractional programming. In this work, we develop a branch and cut algorithm based on continuous fractional optimization, for generating the whole integer efficient solutions of the MOILFP problem. The basic idea of the computation phase of the algorithm is to optimize one of the fractional objective functions, then generate an integer feasible solution. Using the reduced gradients of the objective functions, an efficient cut is built and a part of the feasible domain not containing efficient solutions is truncated by adding this cut. A sample problem is solved using this algorithm, and the main practical advantages of the algorithm are indicated.
机译:多目标整数线性分数规划问题(MOILFP)是一个重要的研究领域,没有像多目标线性分数规划那样受到关注。在这项工作中,我们开发了一种基于连续分数优化的分支剪切算法,用于生成MOILFP问题的整体整数有效解。该算法计算阶段的基本思想是优化分数目标函数之一,然后生成整数可行解。使用目标函数的减小的梯度,可以构建有效的割,并通过添加该割来截去一部分不包含有效解的可行域。使用该算法解决了样本问题,并指出了该算法的主要实际优势。

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