DC Field | Value | Language |
---|---|---|
dc.contributor.author | Saghand, Payman Ghasemi | ko |
dc.contributor.author | Charkhgard, Hadi | ko |
dc.contributor.author | Kwon, Changhyun | ko |
dc.date.accessioned | 2023-08-31T02:01:18Z | - |
dc.date.available | 2023-08-31T02:01:18Z | - |
dc.date.created | 2023-08-30 | - |
dc.date.created | 2023-08-30 | - |
dc.date.issued | 2019-01 | - |
dc.identifier.citation | COMPUTERS & OPERATIONS RESEARCH, v.101, pp.263 - 274 | - |
dc.identifier.issn | 0305-0548 | - |
dc.identifier.uri | http://hdl.handle.net/10203/312003 | - |
dc.description.abstract | We present a linear programming based branch-and-bound algorithm for a class of mixed integer optimization problems with a bi-linear objective function and linear constraints. This class of optimization problems can be viewed as a special case of the problem of optimization over the set of efficient solutions in bi-objective optimization. It is known that when there exists no integer decision variable, such a problem can be solved in polynomial time. In fact, in such a case, the problem can be transformed into a Second-Order Cone Program (SOCP) and so it can be solved efficiently by a commercial solver such as CPLEX SOCP solver. However, in a recent study, it is shown that such a problem can be solved even faster in practice by using a bi-objective linear programming based algorithm. So, in this study, we embed that algorithm in an effective branch-and-bound framework to solve mixed integer instances. We also develop several enhancement techniques including preprocessing and cuts. A computational study demonstrates that the proposed branch-and-bound algorithm outperforms a commercial mixed integer SOCP solver. Moreover, the effect of different branching and node selecting strategies is explored. | - |
dc.language | English | - |
dc.publisher | PERGAMON-ELSEVIER SCIENCE LTD | - |
dc.title | A Branch-and-Bound Algorithm for a Class of Mixed Integer Linear Maximum Multiplicative Programs: A Bi-objective Optimization Approach | - |
dc.type | Article | - |
dc.identifier.wosid | 000449311100019 | - |
dc.identifier.scopusid | 2-s2.0-85051393300 | - |
dc.type.rims | ART | - |
dc.citation.volume | 101 | - |
dc.citation.beginningpage | 263 | - |
dc.citation.endingpage | 274 | - |
dc.citation.publicationname | COMPUTERS & OPERATIONS RESEARCH | - |
dc.identifier.doi | 10.1016/j.cor.2018.08.004 | - |
dc.contributor.localauthor | Kwon, Changhyun | - |
dc.contributor.nonIdAuthor | Saghand, Payman Ghasemi | - |
dc.contributor.nonIdAuthor | Charkhgard, Hadi | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Multiplicative programming | - |
dc.subject.keywordAuthor | Multi-objective optimization | - |
dc.subject.keywordAuthor | Optimization over the efficient set | - |
dc.subject.keywordAuthor | Linear programming | - |
dc.subject.keywordAuthor | Branch-and-bound algorithm | - |
dc.subject.keywordPlus | EISENBERG-GALE MARKETS | - |
dc.subject.keywordPlus | REDUNDANCY ALLOCATION | - |
dc.subject.keywordPlus | EFFICIENT SET | - |
dc.subject.keywordPlus | RELIABILITY | - |
dc.subject.keywordPlus | COMPONENTS | - |
dc.subject.keywordPlus | GAMES | - |
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