Using dual relaxations in multiobjective mixed-integer quadratic programming

We present a branch-and-bound method for multiobjective mixed-integer convex quadratic programs that computes a superset of efficient integer assignments and a coverage of the nondominated set. The method relies on outer approximations of the upper image set of continuous relaxations. These outer approximations are obtained addressing the dual formulations of specific subproblems where the values … Read more

On the exactness of the eps-constraint method for bi-objective integer nonlinear programming

The eps-constraint method is a well-known scalarization technique used for multiobjective optimization. We explore how to properly define the step size parameter of the method in order to guarantee its exactness when dealing with problems having two nonlinear objective functions and integrality constraints on the variables. Under specific assumptions, we prove that the number of … Read more