A recursive algorithm for finding all nondominated extreme points in the outcome set of a multiobjective integer programme

In this paper, we present two versions of an algorithm for the computation of all nondominated extreme points in the outcome set of a multiobjective integer programme. We define adjacency of these points based on weight space decomposition. Thus, our algorithms generalise the well-known dichotomic scheme to compute the set of nondominated extreme points in the outcome set of a biobjective programme. Both algorithms are illustrated with and numerically tested on instances of the assignment and knapsack problems with three objectives.