A branch and bound algorithm for mixed zero–one multiple objective linear programming

In this paper, a branch and bound algorithm for the generation of the efficient set in mixed zero–one multiple objective linear programming problems is presented. The algorithm is developed so as to take account of the multiple objectives in the node fathoming procedure. In order to extend the algorithm's applicability to large sized problems from real life, an interactive procedure is introduced which systematically reduces the number of efficient points and thus saves considerable computational effort without losing essential information. The algorithm is tested in randomly generated problems along with a case study concerning the power generation sector.