Multi-objective optimization using AIMMS

[Sura K]

Hello,

I am working on an optimization problem, my problem is formulated as a binary integer programming problem with two objective functions (one is a maximization function and the other is a minimization function), then I have many constraints and decision variables.
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Can you please let me know if there is a way in AIMMS software to solve multi-objectives. Also If you could please guide me to the correct direction where I can find a similar instance in one of the tutorials the AIMMS provides to help me optimize this problem.

Thank you very much

Sura

[Luis Pinto]

Hello Sura,

If you mean to combine the objectives in a weighted fashion, just create a combination of both as your objective function

Variable: ObjectiveFunction

Definition: WeightForMinimize * MinimizeThis - WeightForMaxime * MaximizeThis

Then Minimize Objective Function.

If you mean something more fancy, please advise.

BR,

Sura

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[Sura K]

Thank you very much for your reply, Luis! 

That is helpful, however my objectives are kind of contradicts with each other (an as you know in multi-objective optimization you need to work with the Pareto optimal to find "best fit" which may be good for one objective but not good for the others, this is the trad-off we have to pay! 

So I am still not quite sure if AIMMS provides any option to find Pareto optimality for multi-objective optimization! 

Also, can you please advise me how can I apply a specific solver on my program (CPLEX for example) what is the function to call the solver if any?! 

Thank you very much for your help! I really appreciate your time!

Sura 

[Bakh Rani]

Hi, 
What to do if I have three objectives and all are of maximization.
Also I am confused how to combine these three in AIMMS.
Should we have to create a procedure or anything else? 

[Sura K]

Hi Bakh, 

I think in your case you need one of the scalarization techniques to make you objectives looks like one objective and just solve it using the suitable solver for your problem! 

Thanks

[Rattanaporn KASEMSRI]

Hi, 

My problem is also similar with yours. So, can i ask now how is your situations. Can you success to the multi-objective on aimms? if you can, is it kindly possible to suggest me please. 

Thank you in advance

Pat

เมื่อ วันพุธที่ 23 เมษายน ค.ศ. 2014, 20 นาฬิกา 7 นาที 47 วินาที UTC+7, Sura K เขียนว่า: