An exact method for optimizing a quadratic function over the efficient set of multiobjective integer linear fractional program

作     者：Chaiblaine, Yacine Moulai, Mustapha 

作者机构：USTHB Fac Math Dept Operat Res LaROMaD Lab PB 32 El Alia Algiers 16111 Algeria 

出 版 物：《OPTIMIZATION LETTERS》 (最优化通信)

年 卷 期：2022年第16卷第3期

页      面：1035-1049页

核心收录：

学科分类：0810[工学-信息与通信工程] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 08[工学] 070104[理学-应用数学] 081001[工学-通信与信息系统] 0701[理学-数学] 

基　　金：Direction Generale de la Recherche Scientifique et du Developpement Technologique (DGRSDT) [C0656104] 

主　　题：Multiobjective programming Fractional programming Integer programming Nonlinear programming 

摘      要：Optimizing a function over the efficient set of a multiojective problem plays an important role in many fields of application. This problem arises whenever the decision maker wants to select the efficient solution that optimizes his utility function. Several methods are proposed in literature to deal with the problem of optimizing a linear function over the efficient set of a multiobjective integer linear program MOILFP. However, in many real-world problems, the objective functions or the utility function are nonlinear. In this paper, we propose an exact method to optimize a quadratic function over the efficient set of a multiobjective integer linear fractional program MOILFP. The proposed method solves a sequence of quadratic integer problems. Where, at each iteration, the search domain is reduced s6uccessively, by introducing cuts, to eliminate dominated solutions. We conducted a computational experiment, by solving randomly generated instances, to analyze the performance of the proposed method.