Multi-objective integer programming: synergistic parallel approaches

Pettersson, W. and Ozlen, M. (2020) Multi-objective integer programming: synergistic parallel approaches. INFORMS Journal on Computing, 32(2), pp. 461-472. (doi: 10.1287/ijoc.2018.0875)

172403.pdf - Accepted Version



Exactly solving multiobjective integer programming (MOIP) problems is often a very time-consuming process, especially for large and complex problems. Parallel computing has the potential to significantly reduce the time taken to solve such problems but only if suitable algorithms are used. The first of our new algorithms follows a simple technique that demonstrates impressive performance for its design. We then go on to introduce new theory for developing more efficient parallel algorithms. The theory utilises elements of the symmetric group to apply a permutation to the objective functions to assign different workloads and applies to algorithms that order the objective functions lexicographically. As a result, information and updated bounds can be shared in real time, creating a synergy between threads. We design and implement two algorithms that take advantage of such a theory. To properly analyse the running time of our three algorithms, we compare them against two existing algorithms from the literature and against using multiple threads within our chosen integer programming solver, CPLEX. This survey of six different parallel algorithms, to our knowledge the first of its kind, demonstrates the advantages of parallel computing. Across all problem types tested, our new algorithms are on par with existing algorithms on smaller cases and massively outperform the competition on larger cases. These new algorithms, and freely available implementations, allow the investigation of complex MOIP problems with four or more objectives.

Item Type:Articles
Additional Information:This study was supported by the Australian Research Council under the Discover Projects funding scheme [project DP140104246].
Glasgow Author(s) Enlighten ID:Pettersson, Dr William
Authors: Pettersson, W., and Ozlen, M.
College/School:College of Science and Engineering > School of Computing Science
Journal Name:INFORMS Journal on Computing
ISSN (Online):1526-5528
Published Online:16 September 2019
Copyright Holders:Copyright © 2019 INFORMS
First Published:First published in INFORMS Journal on Computing 32(2): 461-472
Publisher Policy:Reproduced in accordance with the publisher copyright policy
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Project CodeAward NoProject NamePrincipal InvestigatorFunder's NameFunder RefLead Dept
3008080IP-MATCH: Integer Programming for Large and Complex Matching ProblemsDavid ManloveEngineering and Physical Sciences Research Council (EPSRC)EP/P028306/1Computing Science