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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.01310 |
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Table of Contents:
- In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a preference function to optimize over the efficient set of a multi-objective problem. The algorithm employs a branch-and-cut approach, which involves: (1) exploring the solution space using a branch-and-bound strategy in the decision space, and (2) eliminating inefficient solutions using a cutting plane technique with efficient cuts constructed from the non-increasing directions of objective functions. Additionally, integral tests are incorporated to further ensure the efficiency of the obtained solutions.We present a comprehensive example, accompanied by a step-by-step resolution, to demonstrate the functioning of the algorithm.