Can AMPL take multiple objectives?

[Akshit Agarwal]

Hi,

I have a multi objective mixed integer programming model. All the objectives are equally important. How do i model this on AMPL? By default AMPL takes the first objective as the only objective and solves the problem. Would assigning them equal weights of 0.25 and summing them in a single objective do the trick(does it make sense?)

Thank you

[Robert Fourer]

You can use AMPL's "objective" command (for example, "objective obj1;") to specify which of your objective functions is to be optimized. However, the available solvers can only return a solution that optimizes one chosen objective. If you want to the solution to take several objectives into account, then you need to decide how to design a single-objective model that meets your needs. Summing the objectives with various weights (which may or may not be equal) is one possibility, but you would have to try it to see if it gives solutions that are acceptable.

Note that in general, it is not possible to find one solution that optimizes all of the objectives. A solution that is better for some of the objectives will generally be worse for the others, and at best you will find a good tradeoff between the quality of the different objective functions.

Bob Fourer
am...@googlegroups.com

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[mpei...@asu.edu]

I have a different question: suppose I currently am using a parameter THRESHOLD to constrain my problem. Is it possible to instead make THRESHOLD a variable that I minimize subject to the original problem's constraints, then pass this value as the threshold for the original problem?

[moyow...@gmail.com]

Can i have a sample of AMPL code that finds pareto -optimal solutions for multi- objective optimization

Thank you,

[AMPL Google Group]

For an example of an AMPL script that uses two objective functions, see "Extending a Modeling Language with Scripting" in these slides:

https://ampl.com/MEETINGS/TALKS/2018_11_Phoenix_MD34.pdf#page=55

There is some introduction to the application, and then discussion of the two objective functions begins on the slide titled "AMPL Script".

--
Robert Fourer
am...@googlegroups.com

{#HS:767863597-35370#}

On Thu, Jan 31, 2019 at 5:33 PM UTC, Ampl Modeling Language <am...@googlegroups.com> wrote:

Hello Dons and Gurus,

Would like to request for a sample AMPL implementation/Code for Multi-objective optimization. (Preferably MINLP).

Thanks,

Regards,

Moyo,