A comprehensive package for multi-objective integer programming

    You may use this package (DOWNLOAD)
  • to enumerate all (or some of the) nondominated points; or
  • to optimize a linear function over the set of efficient solutions (to an arbitrary optimality gap); or
  • to compute the Nadir point; or
  • to compute an arbitrary component of the Nadir point.
  • Please kindly cite the following article if you are using this package:
  • Boland, N., Charkhgard, H., Savelsbergh, M. (2016) ``A New Method for Optimizing a Linear Function over the Efficient Set of a Multiobjective Integer Program". European Journal of Operational Research, available online.
  • Some standard instances for bi-objective pure-or-mixed integer programming

  • DOWNLOAD the instances.
  • Please kindly cite the following articles if you are using these instances:
  • Boland, N., Charkhgard, H., Savelsbergh, M. (2015) ``A Criterion Space Search Algorithm for Biobjective Mixed Integer Programming: The Triangle Splitting Method". INFORMS Journal on Computing, 27(4):597-618.
  • Boland, N., Charkhgard, H., Savelsbergh, M. (2015) ``A Criterion Space Search Algorithm for Biobjective Integer Programming: The Balanced Box Method". INFORMS Journal on Computing, 27(4):735-754.

  • Also, to access the C++ source code of the balanced box method, please contact me directly.

    A feasibility pump based heuristic algorithm and some instances for multi-objective mixed integer linear programming

  • DOWNLOAD the algorithm.
  • DOWNLOAD the instances.
  • ReadMe file.
  • Please kindly cite the following articles if you are using the code or instances:
  • Pal, A., Charkhgard, H.. ``FPBH.jl: A Feasibility Pump Based Heuristic for Multi-objective Mixed Integer Linear Programming in Julia". http://www.optimization-online.org/DB_HTML/2017/09/6195.html
  • Pal, A., Charkhgard, H.``A Feasibility Pump and Local Search Based Heuristic for Bi-objective Pure Integer Linear Programming". To appear in INFORMS Journal On Computing.

  • The Triangle Splitting Method: An algorithm for generating the nondominated frontier of bi-objective mixed integer linear programs

  • DOWNLOAD the code for bi-objective mixed 0-1 linear programs.
  • DOWNLOAD the code for bi-objective mixed (general) integer linear programs.
  • The code generates three files including Summary.txt, ResultsBeforePostProcessing.txt and ResultsAfterPostProcessing.txt.
  • Summary.txt provides some general information such as the solution time and so on.
  • ResultsBeforePostProcessing.txt is more accurate and one may use this file. ResultsAfterPostProcessing.txt is just an approximation (or simplified version) of ResultsBeforePostProcessing.txt
  • Each row in ResultsBeforePostProcessing.txt has three columns and shows a NonDominated Point (NDP). For instance, consider row i in ResultsBeforePostProcessing.txt. The first column shows the first objective value of NDP i. The second column shows the second objective value of NDP i. The third column can take either 0 or 1 value. If it is one then it shows that the NDP i is connected to NDP i+1. This means that all points in the line segment between NDP i and NDP i+1 are part of the nondominated frontier.
  • Please kindly cite the following articles if you are using this package:
  • Boland, N., Charkhgard, H., Savelsbergh, M. (2015) ``A Criterion Space Search Algorithm for Biobjective Mixed Integer Programming: The Triangle Splitting Method". INFORMS Journal on Computing, 27(4):597-618.
  • Boland, N., Charkhgard, H., Savelsbergh, M. (2015) ``A Criterion Space Search Algorithm for Biobjective Integer Programming: The Balanced Box Method". INFORMS Journal on Computing, 27(4):735-754.

  • A C++ package for optimizing a linear function over the set of efficient solutions of bi-objective mixed integer linear programs

  • DOWNLOAD the package.
  • DOWNLOAD the instances.
  • Please kindly cite the following article if you are using this package:
  • Sierra-Altamiranda, A., Charkhgard, H.. ``A New Exact Algorithm to Optimize a Linear Function Over the Set of Efficient Solutions for Bi-objective Mixed Integer Linear Programming", http://www.optimization-online.org/DB_HTML/2017/10/6262.html.

  • A C++ package for solving a class of mixed integer linear maximum multiplicative programs

  • DOWNLOAD the package.
  • DOWNLOAD the instances.
  • Please kindly cite the following article if you are using this package:
  • Ghasemi Saghand, P., Charkhgard, H., Kwon, C. ``A Branch-and-Bound Algorithm for a Class of Mixed Integer Linear Maximum Multiplicative Programs: A Multi-objective Optimization Approach", http://www.optimization-online.org/DB_FILE/2018/04/6562.pdf.

  • MSEA.jl: A Multi-Stage Exact Algorithm for Bi-objective Pure Integer Linear Programming in Julia

  • DOWNLOAD the package.
  • DOWNLOAD the instances.
  • Please kindly cite the following article if you are using this package:
  • Pal, A., Charkhgard, H.. ``MSEA.jl: A Multi-Stage Exact Algorithm for Bi-objective Pure Integer Linear Programming in Julia", http://www.optimization-online.org/DB_FILE/2018/04/6595.pdf .

  • OOES.jl: A julia package for optimizing a linear function over the set of efficient solutions for bi-objective mixed integer linear programming

  • DOWNLOAD the package.
  • Please kindly cite the following article if you are using this package:
  • Sierra-Altamiranda, A., Charkhgard, H.. ``OOES.jl: A julia package for optimizing a linear function over the set of efficient solutions for bi-objective mixed integer linear programming", http://www.optimization-online.org/DB_FILE/2018/04/6596.pdf.