Questions tagged [multi-objective-optimization]
Multi-objective optimization is an area of multiple criteria decision making that is concerned with mathematical optimization problems involving more than one objective function to be optimized simultaneously. Involve two or more optimization goals that are conflicting, meaning that improvement to one objective comes at the expense of another objective. The two methods for perform a multi-objetive-optimization are Pareto and scalarization.
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Can I tell a MILP solver to prefer solutions with fewer fractions?
I have a linear program
$$\max c^T x \text{ s.t. } A x\leq b, x\geq 0.$$
I would like a solution that, among all optimal solutions, has the largest number of integer variables. For example, if the ...
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Multiple Travelling Salesmen - How to make the second slowest salesman matter?
I'm building a Mixed Integer Linear Program for a variant of TSP I'm dealing with, where there are multiple salesmen. The way I have formulated the problem is that each agent has a time variable $T_i$ ...
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Lexicographic objective to maximize the x-th highest value
Given the following (stylized) IP:
\begin{align}
\mbox{minimize }& \sum_i c_ix_i&\\
\mbox{s.t. }&\sum_i x_i \leq Q & \\
& f(x_i) \geq L & \forall i \\
& 0 \...
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Looking for OR courses on following topics
Currently, I am self-teaching myself the following topics in OR;
a.) Multiobjective optimization,
b.) Deterministic/Probabilistic Inventory models
c.) Deterministic/Stochastic Dynamic Programming.
On ...
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How to use gurobi to describe the process of finding the rank of matrix without objective function？
I have a general square matrix [[1,1,0],[1,1,0],[0,0,0]] (the element is on a binary field--Galois Fields) I want to find the rank of this matrix (like the function:...
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Exception from IBM ILOG CPLEX: CPLEX Error 5002: 'q1' is not convex.->
I am currently solving a scheduling optimization problem regarding the fleet management of AGV/AMR. I always get the same error and I don't know where to start to solve it. Here's the code snippet for ...
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New considerations for efficient solutions in multiobjective optimization
In multiobjective optimization, by using exact methods, we need to find the set of efficient solutions in the decision space or the set of non-dominated solutions in the criteria space. So, we must ...
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Weighted sum in the objective function
I am working on my actual model.
The objective function aims to maximize the preferences related to each criterion pc to select the best contract that fits with the project characteristics( c1= size, ...
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satisfactory vs optimal decision making
In most classical game theoretic problems (situations in which more than one decision maker impacts the state of the environment), we assume that the decision-makers optimize their objective function. ...
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Help with choosing the penalty parameters in the objective function
I'm working on a MIP optimization problem where I'm trying to reorganize a list of purchases (negative integer numbers) and requests (positive integer number) to maximize the number of positive values ...
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Problem of scaling or normalizing in multiobjective optimization problem when one objective function is much larger than the other?
I am an electrical engineer who is working in network problem and I was trying to solve a multi objective function
$\begin{array}{*{20}{c}}
{\min }&{{f_1}\left( x \right)}\\
\end{array}$
$\begin{...
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Objective/Cost Function Normalization (MPC)
I am trying to develop an MPC. In this MPC, I predict the temperature and try to bring the sensor value to the desired setpoint temperature. I predict the temperature in the next 180 minutes for the ...
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Continuous optimization with a Euclidean TSP objective
I am trying to solve a problem of the form $$\min_{x_1,\dots,x_n} f(x_1,\dots,x_n)$$ subject to a constraint that $\mathrm{length}(\mathrm{TSP}(x_1,\dots,x_n))\leq c$, where $x_1,\dots,x_n$ are all ...
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How to get hypervolume calculation for Pareto Front in python?
I hope that this Stack Exchange channel is the right place for this.
I'm trying to analyze a multiobjective optimization problem. I'm wanting to use the hypervolume calculation to benchmark the ...
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MOO: Variable is both a decision variable and an objective
I'm trying to solve a Multi-Objective Optimization Problem to find the set of Pareto Optimal Solutions. I have a list of decision variables (x1, x2, x3) and a list of objectives (o1, o2, x3). As you ...
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