Margaret Wiecek

On Subproblem Tradeoffs in Decomposition for Multiobjective Optimization

  • Philip de Castro
  • Margaret Wiecek
    • Categories Multi-Criteria Optimization Tags , ,

    Multiobjective optimization is widely used in applications for modeling and solving complex decision-making problems. To help resolve computational and cognitive difficulties associated with problems which have more than 3 or 4 objectives, we propose a decomposition and coordination methodology to support decision making for large multiobjective optimization problems (MOPs) with global, quasi-global, and local variables. … Read more

    A Branch and Bound Algorithm for Biobjective Mixed Integer Quadratic Programs

  • Pubudu L.W. Jayasekara Merenchige
  • Margaret Wiecek
    • Categories (Mixed) Integer Nonlinear Programming, Integer Programming, Multi-Criteria Optimization Tags , , , , ,

    Multiobjective quadratic programs (MOQPs) are appealing since convex quadratic programs have elegant mathematical properties and model important applications. Adding mixed-integer variables extends their applicability while the resulting programs become global optimization problems. We design and implement a branch and bound (BB) algorithm for biobjective mixed-integer quadratic programs (BOMIQPs). In contrast to the existing algorithms in … Read more

    A branch-and-bound algorithm for biobjective mixed-integer programs

  • Pietro Belotti
  • Banu Soylu
  • Margaret Wiecek
    • Categories (Mixed) Integer Linear Programming, Multi-Criteria Optimization Tags , , ,

    We propose a branch-and-bound (BB) algorithm for biobjective mixed-integer linear programs (BOMILPs). Our approach makes no assumption on the type of problem and we prove that it returns all Pareto points of a BOMILP. We discuss two techniques upon which the BB is based: fathoming rules to eliminate those subproblems that are guaranteed not to … Read more

    An Improved Algorithm for Biobjective Integer Programs

  • Ted K. Ralphs
  • Matthew Saltzman
  • Margaret Wiecek
    • Categories Branch and Cut Algorithms, Multi-Criteria Optimization, Problem Solving Environments Tags , , , , , , , ,

    A parametric algorithm for identifying the Pareto set of a biobjective integer program is proposed. The algorithm is based on the weighted Chebyshev (Tchebycheff) scalarization, and its running time is asymptotically optimal. A number of extensions are described, including: a technique for handling weakly dominated outcomes, a Pareto set approximation scheme, and an interactive version … Read more