Abstract
This paper focuses on branching strategies that are involved in branch and bound algorithms when solving multi-objective optimization problems. The choice of the branching variable at each node of the search tree constitutes indeed an important component of these algorithms. In this work we focus on multi-objective knapsack problems. In the literature, branching heuristics used for these problems are static, i.e., the order on the variables is determined prior to the execution. This study investigates the benefit of defining more sophisticated branching strategies. We first analyze and compare a representative set of classic branching heuristics and conclude that none can be identified as the best overall heuristic. Using an oracle, we highlight that combining branching heuristics within the same branch and bound algorithm leads to considerably reduced search trees but induces high computational costs. Based on learning adaptive techniques, we propose then dynamic adaptive branching strategies that are able to select the suitable heuristic to apply at each node of the search tree. Experiments are conducted on the bi-objective 0/1 unidimensional knapsack problem.








Similar content being viewed by others
Explore related subjects
Discover the latest articles, news and stories from top researchers in related subjects.Notes
The reduced oracle method using \(c=22\) heuristics is the oracle method, at the exception that the equalities on the quality measure are broken by giving the advantage to the branching heuristic with the best rank in the reduced oracle method.
References
Aneja, Y.P., Nair, K.P.K.: Bicriteria transportation problem. Manag. Sci. 25(1), 73–78 (1979)
Auer, P., Cesa-Bianchi, N., Fischer, P.: Finite-time analysis of the multiarmed bandit problem. Mach. Learn. 47(2–3), 235–256 (2002)
Balafrej, A., Bessière, C., Paparrizou, A.: Multi-armed bandits for adaptive constraint propagation. In: Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence, IJCAI 2015, Buenos Aires, Argentina, July 25–31, 2015, pp. 290–296. AAAI Press (2015)
Bazgan, C., Hugot, H., Vanderpooten, D.: Implementing an efficient FPTAS for the 0–1 multi-objective knapsack problem. Eur. J. Oper. Res. 198(1), 47–56 (2009a)
Bazgan, C., Hugot, H., Vanderpooten, D.: Solving efficiently the 0–1 multi-objective knapsack problem. Comput. Oper. Res. 36, 260–279 (2009b)
Captivo, M.E., Clímaco, Ja, Figueira, J.R., Martins, E., Santos, J.L.: Solving bicriteria 0–1 knapsack problems using a labeling algorithm. Comput. Oper. Res. 30(12), 1865–1886 (2003)
Cesa-Bianchi, N., Lugosi, G.: Prediction, Learning, and Games. Cambridge University Press, Cambridge (2006)
Da Costa, L., Fialho, Á., Schoenauer, M., Sebag, M.: Adaptive operator selection with dynamic multi-armed bandits. In: Genetic and Evolutionary Computation Conference, GECCO 2008, Proceedings, Atlanta, GA, USA, July 12–16, 2008, pp. 913–920. ACM (2008)
DaCosta, L., Fialho, A., Schoenauer, M., Sebag, M.: Adaptive operator selection with dynamic multi-armed bandits. In: Proceedings of the 10th annual conference on genetic and evolutionary computation, vol. 5199, pp. 913–920 (2008)
Degoutin, F., Gandibleux, X.: Un retour d’expérience sur la résolution de problèmes combinatoires bi-objectifs. In 5e journée du groupe de travail Programmation Mathématique MultiObjectif (PM20), pp. 74–80 (2002)
Delort, C.: Algorithmes d’énumération implicite pour l’optimisation multi-objectifs exacte : exploration d’ensembles bornant et application aux problèmes de sac à dos et d’affectation. Ph.D. thesis, Université Pierre et Marie Curie Paris VI (2011)
Delort, C., Spanjaard, O.: Using bound sets in multiobjective optimization: Application to the biobjective binary knapsack problem. In: Festa, P., (ed.), SEA, volume 6049 of Lecture Notes in Computer Science, pp. 253–265. Springer (2010)
Ehrgott, M.: Multicriteria Optimization, 2nd edn. Springer, Berlin (2005)
Ehrgott, M., Gandibleux, X.: A survey and annotated bibliography of multiobjective combinatorial optimization. OR Spectr. 22(4), 425–460 (2000)
Ehrgott, M., Gandibleux, X.: Bound sets for biobjective combinatorial optimization problems. Comput. Oper. Res. 34(9), 2674–2694 (2007)
Figueira, J.R., Paquete, L., Simões, M., Vanderpooten, D.: Algorithmic improvements on dynamic programming for the bi-objective 0,1 knapsack problem. Comput. Optim. Appl. 56(1), 97–111 (2013)
Florios, K., Mavrotas, G., Diakoulaki, D.: Solving multiobjective, multiconstraint knapsack problems using mathematical programming and evolutionary algorithms. Eur. J. Oper. Res. 203(1), 14–21 (2010)
Gandibleux, X., Fréville, A.: Tabu search based procedure for solving the 0–1 multiobjective knapsack problem: The two objectives case. J. Heuristics 6, 361–383 (2000)
Gandibleux, X., Perederieieva, O.: Some observations on the bi-objective 01 bi-dimensional knapsack problem. In: IFORS 2011 (19th Triennial Conference of the International Federation of Operational Research Societies). 10–15 July 2011, Melbourne, Australia (2011)
Gavish, B., Pirkul, H.: Efficient algorithms for solving multiconstraint zero-one knapsack problems to optimality. Math. Program. 31, 78–105 (1985)
Glover, F.: A multiphase-dual algorithm for the zero-one integer programming problem. Oper. Res. 13(6), 879–919 (1965)
Goldberg, D.E.: Probability matching, the magnitude of reinforcement, and classifier system bidding. Mach. Learn. 5(4), 407–425 (1990)
Hamadi, Y., Monfroy, E., Saubion, F.: Autonomous Search. Springer, Berlin (2012)
Jorge, J.: Nouvelles propositions pour la résolution exacte du sac à dos multi-objectif unidimensionnel en variables binaires. Ph.D. thesis, Université de Nantes (2010)
Kellerer, H., Pferschy, U., Pisinger, D.: Knapsack Problems. Springer, Berlin (2004)
Klamroth, K., Wiecek, M. M.: Dynamic programming approaches to the multiple criteria knapsack problem. Naval Res. Logistics, pp. 57–76 (2000)
Kolesar, P.J.: A branch and bound algorithm for the knapsack problem. Manag. Sci. 13(9), 723–735 (1967)
Loth, M., Sebag, M., Hamadi, Y., Schoenauer, M.: Bandit-based search for constraint programming. In: Principles and Practice of Constraint Programming—19th International Conference, CP 2013, Uppsala, Sweden, September 16–20, 2013. Proceedings, volume 8124 of Lecture Notes in Computer Science, pp. 464–480. Springer (2013)
Martello, S., Pisinger, D., Toth, P.: Dynamic programming and strong bounds for the 0–1 knapsack problem. Manag. Sci. 45(3), 414–424 (1999)
Martello, S., Toth, P.: Knapsack Problems : Algorithms and Computer Implementations. Wiley, New York (1990)
Maturana, J., Fialho, A., Saubion, F., Schoenauer, M., Lardeux, F., Sebag, M.: Adaptive operator selection and management in evolutionary algorithms. In: Autonomous Search, pp. 161–189. Springer (2012)
Mavrotas, G., Florios, K.: An improved version of the augmented \(\varepsilon \)-constraint method (augmecon2) for finding the exact pareto set in multi-objective integer programming problems. Appl. Math. Comput. 219(18), 9652–9669 (2013)
Özpeynirci, Ö., Köksalan, M.: An exact algorithm for finding extreme supported nondominated points of multiobjective mixed integer programs. Manag. Sci. 56(12), 2302–2315 (2010)
Page, E.: Continuous inspection schemes. Biometrika 41, 100–115 (1954)
Pisinger, D.: Implementation of Combo. (2002) http://www.diku.dk/~pisinger/combo.c
Przybylski, A., Gandibleux, X.: Multi-objective branch and bound. Eur. J. Oper. Res. 260(3), 856–872 (2017)
Przybylski, A., Gandibleux, X., Ehrgott, M.: A two phase method for multi-objective integer programming and its application to the assignment problem with three objectives. Discrete Optim. 7(3), 149–165 (2010)
Shih, W.: A branch and bound method for the multiconstraint zero-one knapsack problem. J. Oper. Res. Soc. 30(4), 369–378 (1979)
Sourd, F., Spanjaard, O.: A multiobjective branch-and-bound framework: application to the biobjective spanning tree problem. INFORMS J. Comput. 20, 472–484 (2008)
Thesen, A.: A recursive branch and bound algorithm for the multidimensional knapsack problem. Naval Res. Logistics Quart. 22(2), 341–353 (1975)
Ulungu, E.L., Teghem, J.: The two phases method: an efficient procedure to solve bi-objective combinatorial optimization problems. Found. Comput. Decis. Sci. 20(2), 149–165 (1995)
Ulungu, E. L., Teghem, J.: Solving multi-objective knapsack problem by a branch-and-bound procedure. In: Multicriteria Analysis: Proceedings of the XIth International Conference on MCDM, 1–6 August 1994, Coimbra, Portugal, pp. 269–278 (1997)
Visée, M., Teghem, J., Pirlot, M., Ulungu, E.L.: Two-phases method and branch and bound procedures to solve the bi-objective knapsack problem. J. Global Optim. 12, 139–155 (1998)
Zhang, W., Reimann, M.: A simple augmented \(\epsilon \)-constraint method for multi-objective mathematical integer programming problems. Eur. J. Oper. Res. 234(1), 15–24 (2014)
Acknowledgements
This work is supported by the following projects: ANR-09-BLAN-0361 “GUaranteed Efficiency for PAReto optimal solutions Determination (GUEPARD)”, the project LigeRO, and the project ANR/DFG-14-CE35-0034-01 “Exact Efficient Solution of Mixed Integer Programming Problems with Multiple Objective Functions (vOpt)”.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Cerqueus, A., Gandibleux, X., Przybylski, A. et al. On branching heuristics for the bi-objective 0/1 unidimensional knapsack problem. J Heuristics 23, 285–319 (2017). https://doi.org/10.1007/s10732-017-9346-9
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10732-017-9346-9