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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.

9 votes
5 answers
750 views

How to model a TSP where the salesman can choose between flight, train and bus for every single connection?

I want to model a multiobjective TSP where the salesman can choose between a flight, train and bus to go from city $i$ to city $j$. The aim of this multiobjective optimization problem is to minimize ...
Kevin G's user avatar
  • 101
1 vote
2 answers
1k views

weight choice in multi-objective weighted sum

I have a combinatorial optimization problem where there are three objectives F1, F2, and F3 to be minimized. The problem was formulated as a weighted sum where F=alphaF1+betaF2+gamma*F3. My question ...
MAJID majid's user avatar
18 votes
5 answers
15k views

Which Python package is suitable for multiobjective optimization

I would like to start using Python for modelling and solving optimization problems. I would like to use both single-objective problems and multi-objective problems with a multidimensional objective ...
PeterBe's user avatar
  • 1,672
6 votes
1 answer
1k views

Does the weighted sum approach find all pareto-optimal solutions in MILP

I use the weighted sum approach for a multiobjective optimization problem that is formulated as a MILP. This means that the objective function is linear. I read quite often that the weighted sum ...
PeterBe's user avatar
  • 1,672
4 votes
0 answers
251 views

How can I formulate this multi-objective optimization problem?

Now, for each system $X$ $(X=A,B,C,E)$, my objective is $$\max\min\frac{s_{x_u}}{d_{x_u}}$$ here, $x=a$ for system A, $x=b$ for system B and follows... and for the whole system, my objective is $$\max\...
KGM's user avatar
  • 2,377
2 votes
1 answer
430 views

A lexicographic objective function

I am trying to solve a multi-objective vehicle routing problem, I want to implement a lexicographic objective function, I have already defined a function for each objective. if someone has an idea of ...
Nada.S's user avatar
  • 429