OOESAlgorithm.jl: a julia package for optimizing a linear function over the set of efficient solutions for biobjective mixed integer linear programming
Alvaro Sierra‐Altamiranda, Hadi Charkhgard · International Transactions in Operational Research · 2019
Abstract We present OOESAlgorithm.jl, a package for optimizing a linear function over the efficient set of biobjective mixed integer linear programs. The proposed package extends our recent study (see Sierra‐Altamiranda and Charkhgard [INFORMS Journal on Computing, https://doi.org/10.1287/ijoc.2018.0851]) by adding two main features: (a) in addition to CPLEX, the package allows employing any single‐objective solver supported by MathProgBase.jl, for example, GLPK, CPLEX, and SCIP; (b) the package supports execution on multiple processors and is compatible with the JuMP modeling language. An extensive computational study shows the efficacy of the package and its features.