Multi-Objective with CPLEX 12.9

r.a.al...@gmail.com

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Apr 22, 2019, 2:33:55 AM4/22/19

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Dear All,

Is there any example to use GMP::Column::SetAsMultiobjective to solve multi-objective problem?

Thank you very much.

Marcel Hunting

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Apr 25, 2019, 4:14:43 AM4/25/19

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Hi,

Please find attached a small example.

Best regards,

Marcel Hunting

AIMMS Optimization Specialist

multi_obj01.zip

r.a.al...@gmail.com

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Apr 29, 2019, 4:31:31 AM4/29/19

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Hello Marcel,

Many thanks for the file.

Is it possible to generate pareto frontier using CPLEX multi objective?

Thank you very much.

On Thursday, April 25, 2019 at 3:14:43 PM UTC+7, Marcel Hunting wrote:

Hi,

Please find attached a small example.

Best regards,

Marcel Hunting
AIMMS Optimization Specialist

Marcel Hunting

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Apr 30, 2019, 5:43:08 AM4/30/19

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Hi,

If you use lexicographic (or hierarchical) optimization.then I believe that CPLEX will return a Pareto optimal solution, if the tolerances by which a solution may deviate from the optimal value are set to 0. If you mean by Pareto frontier the set of all Pareto optimal solutions then CPLEX currently has no functionality to retrieve them.