Mathematical Programming Computation, Volume 8, Issue 2, June 2016

The L-shape search method for triobjective integer programming

Natashia Boland, Hadi Charkhgard, Martin Savelsbergh

We present a new criterion space search method, the L-shape search method, for finding all nondominated points of a triobjective integer program. The method is easy to implement, and is more efficient than existing methods. Moreover, it is intrinsically well-suited for producing high quality approximate nondominated frontiers early in the search process. An extensive computational study demonstrates its efficacy.

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