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An algorithm to solve multi-objective integer quadratic programming problem

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Abstract

The multi-objective integer programming problem often occurs in multi-criteria decision-making situations, where the decision variables are integers. In the present paper, we have discussed an algorithm for finding all efficient solutions of a multi-objective integer quadratic programming problem. The proposed algorithm is based on the aspect that efficient solutions of a multi-objective integer quadratic programming problem can be obtained by enumerating ranked solutions of an integer quadratic programming problem. For determining ranked solutions of an integer quadratic programming problem, we have constructed a related integer linear programming problem and from ranked solutions of this integer linear programming problem, ranked solutions of the original integer quadratic programming problem are generated. Theoretically, we have shown that the developed method generates the set of all efficient solutions in a finite number of steps, and numerically we have elaborated the working of our algorithm and compared our results with existing algorithms. Further, we have analyzed that the developed method is efficient for solving a multi-objective integer quadratic programming problem with a large number of constraints, variables and objectives.

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Acknowledgements

We gratefully acknowledge the computational LAB and library facilities provided under DST-FIST Grant SR/FST/MS-1/2017/13.

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  1. School of Mathematics, TIET, Patiala, India

    Prerna Kushwah & Vikas Sharma

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  1. Prerna Kushwah
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  2. Vikas Sharma
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Correspondence to Vikas Sharma.

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Kushwah, P., Sharma, V. An algorithm to solve multi-objective integer quadratic programming problem. Ann Oper Res 332, 433–459 (2024). https://doi.org/10.1007/s10479-022-05123-2

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