multiple objective

[hessam]

Hi everyone,

I have a problem that I want to solve with AMPL+CPLEX. In my problem I
have several objectives and they have priority. For example I want to
maximize 3 different variables (var1,var2,var3) but the first variable
(var1) is the most important one and I need to maximize that one
first. After getting the maximum value for var1, I want to maximize
var2 (and still keep the maximum value for var1) and again after
finding the maximum value for var2, I want to find the maximum value
for var3 and keep the values of var1 and var2 unchanged.
Is there any way I can solve this problem with AMPL?? Does any one
have any suggestions??

It seems the problem in this post (http://groups.google.com/group/ampl/
browse_thread/thread/4334278f7764e33b/44b144dbe0c74e04?lnk=gst&q=multi
+objective#44b144dbe0c74e04) is like mine and someone answered "There
are techniques to repeatedly solve the problem and map a graph of the
tradeoffs between competing objectives. That is a textbook issue, and
unrelated to ampl". Anyone has any resource I can use??

Thanks all,
Hessam

[edadk]

Hi

Why not first

z1 = max var1

st. your constraints

then solve

z2 = max var2

st.
var1 = z1
your constraints

i.e. add an explicit constraint that z1=var1. And so forth.

Erling

[Robert Fourer]

A way to implement what Erling describes would be to define

maximize Var1Obj: var1;
maximize Var2Obj: var2;
maximize Var3Obj: var3;

and then use these commands:

objective Var1Obj;
solve;
fix var1;
objective Var2Obj;
solve;
fix var2;
objective Var3Obj;
solve;

Bob Fourer
4...@ampl.com

> -----Original Reply-----
> From: am...@googlegroups.com [mailto:am...@googlegroups.com]
> On Behalf Of edadk [erling.d...@gmail.com]
> Sent: Friday, July 17, 2009 6:45 AM
> To: AMPL Modeling Language
> Subject: [AMPL 2663] Re: multiple objective

[pkmodi]

you can assign variable degree of weightage to different varibles and put
them to form an objective function like sigma weights*f

----- Original Message -----
From: "hessam" <hessa...@gmail.com>
To: "AMPL Modeling Language" <am...@googlegroups.com>
Sent: Friday, July 17, 2009 01:23 AM
Subject: [AMPL 2662] multiple objective


>