Efficient Storage of Pareto Points in Biobjective Mixed Integer Programming

In biobjective mixed integer linear programs (BOMILPs), two linear objectives are minimized over a polyhedron while restricting some of the variables to be integer. Since many of the techniques for finding or approximating the Pareto set of a BOMILP use and update a subset of nondominated solutions, it is highly desirable to efficiently store this subset. We present a new data structure, a variant of a binary tree that takes as input points and line segments in ℝ² and stores the nondominated subset of this input. When used within an exact solution procedure, such as branch and bound (BB), at termination this structure contains the set of Pareto optimal solutions.

We compare the efficiency of our structure in storing solutions to that of a dynamic list, which updates via pairwise comparison. Then we use our data structure in two biobjective BB techniques available in the literature and solve three classes of instances of BOMILP, one of which is generated by us. The first experiment shows that our data structure handles up to 10⁷ points or segments much more efficiently than a dynamic list. The second experiment shows that our data structure handles points and segments much more efficiently than a list when used in a BB.