Abstract

ABSTRACTThis article tackles the optimization of a multi-objective integer indefinite quadratic maximization problem. The proposed algorithm for this class of nonlinear multi-objective problems obtains the whole set of efficient solutions by a Branch-and-Bound method with cuts. At every node of the branching tree, a relaxed problem, where both integrality and efficiency constraints are dropped, is solved by the simplex method. By tests and fathoming rules the algorithm decides, whether the node is fathomed, the relaxed problem is branched into subproblems or cuts are added. After the presentation and validation of the algorithm, a numerical example and computational experiments are provided.

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