A New Algorithm to Optimize a Function over the Set of Efficient Solutions for Biobjective Mixed Integer Linear Programming

I'm currently working on a new criterion space search algorithm for optimizing a function over the set of efficient solutions of a biobjective mixed integer linear programs. The algorithm is easy to implement and because it maintains a lower and an upper bound on the value of the linear function at any point in time, it can be used to quickly generate a provably high-quality approximate solution.

 

More details about my current research will be revealed soon.