Branch-and-bound for biobjective mixed-integer linear programming

We present a generic branch-and-bound algorithm for finding the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, for checking node fathoming, presolve and duality gap measurement. Our branch-and-bound is predominantly a decision space search method since the branching is performed on the … Read more

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

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