An exact algorithm for biobjective integer programming problems

Abstract

We propose an exact algorithm to find all nondominated points of biobjective integer programming problems, which arise in various applications of operations research. The algorithm is based on dividing objective space into regions (boxes) and searching them by solving Pascoletti-Serafini scalarizations with fixed direction vector. We develop variants of the algorithm, where the choice of the scalarization model parameters differ; and demonstrate their performance through computational experiments both as exact algorithms and as solution approaches under time restriction. The results of our experiments show the satisfactory behaviour of our algorithm, especially with respect to the number of mixed integer programming problems solved compared to an existing approach. The experiments also demonstrate that different variants have advantages in different aspects: while some variants are quicker in finding the whole set of nondominated solutions, other variants return good-quality solutions in terms of representativeness when run under time restriction.