Linear fractional optimization over the efficient set of multi-objective integer quadratic problem

Abstract

In this paper, we introduce an exact algorithm for optimizing a linear fractional utility function over the efficient set of a multi objective integer quadratic problem. The algorithm is based on the “Branch and Cut” principle, which combines the branching process to ensure decision variables’ integrity and efficient cuts built off the non-increasing gradients’ directions of objective functions to eliminate inefficient integer solutions. The proposed approach accelerates the convergence to the efficient solution that optimizes the utility function. After presenting and describing the algorithm, a detailed didactic example is illustrated, followed by an experimental study to validate our approach and show computational costs.