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A branch-and-bound algorithm for convex multi-objective Mixed Integer Non-Linear Programming Problems

Valentina Cacchiani(valentina.cacchiani***at***unibo.it)
Claudia D'Ambrosio(dambrosio***at***lix.polytechnique.fr)

Abstract: We propose a general-purpose branch-and-bound algorithm for solving convex multi-objective mixed integer non-linear programming problems. Although the approach is theoretically exact, in order to obtain a computationally practical method, we approximate the Pareto set. A tailored refinement procedure is designed, which allows to improve the approximated Pareto set. As a proof-of-concept, we present the results obtained on a real-world application concerning power generation.

Keywords: Multi-objective; mixed integer non-linear programming; convex MINLP; Hydro Unit Commitment

Category 1: Other Topics (Multi-Criteria Optimization )

Category 2: Integer Programming ((Mixed) Integer Nonlinear Programming )


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Entry Submitted: 12/27/2013
Entry Accepted: 12/27/2013
Entry Last Modified: 12/27/2013

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