Decision Optimization

Decision Optimization

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Does the latest version solve multi-objective optimization problems?

  • 1.  Does the latest version solve multi-objective optimization problems?

    Posted Mon May 22, 2017 07:57 AM

    Originally posted by: ShaCplex


    Dear Alex sir,

    I have an enquiry. Does the latest cplex solve multi-objective optimization problems?

    Do cplex have the Genetic algorithm?

     

    Thank you.


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Does the latest version solve multi-objective optimization problems?

    Posted Mon May 22, 2017 08:51 AM

    Hi,

    with cplex you may read https://www.ibm.com/developerworks/community/forums/html/topic?id=8742f4f5-7206-47d2-b613-244f3c461d3d&ps=25

    for cpo you can have a look at

    staticLex

    OPL function used by CP Optimizer in models with a multi-criteria objective.

     

     

    About genetic, you could read

    Using multi-point search algorithms

    Multi-point search is based on a pool of points. This pool can be managed via parameters.

    One search technique available in CP Optimizer is a multi-point search algorithm. This algorithm is based on a pool of search points. A search point is a collection of decision variable assignments that may lead to either feasible or partial solutions (a partial solution has some variables which are still not fixed). The multi-point method starts with an initial pool of search points whose candidate assignments are generated with constructive search. It then produces new search points by learning new variable assignments from search points maintained in the pool. On an optimization problem, the multi-point search method is able to learn from partial solutions in order to produce feasible solutions.

    Multi-point search produces solutions by first performing variable assignments proposed by each of the generated search points. It then attempts to complete the solution by invoking a tree-search based completion procedure. If no feasible solution can be produced, a solution with a maximal number of instantiated decision variable is retained.

     


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Does the latest version solve multi-objective optimization problems?

    Posted Tue May 23, 2017 02:40 AM

    Originally posted by: ShaCplex


    Thank you sir..!!

     

    Can we do conflicting objectives in staticLex function?

    in case we want to do,

    minimize obj1 & maximize obj2,

    then can I write minimize staticLex (obj1, -obj2); ?

    Also is the statement maximize staticLex (-obj1, obj2) ; equivalent to minimize staticLex (obj1, -obj2); ?

    Can you share your thoughts on this, sir?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: Does the latest version solve multi-objective optimization problems?

    Posted Tue May 23, 2017 03:53 AM

    Hi,

    then can I write minimize staticLex (obj1, -obj2); ?

    ==> Yes

    Also is the statement maximize staticLex (-obj1, obj2) ; equivalent to minimize staticLex (obj1, -obj2); ?

    ==> yes

    regards

     

    PS:

    Some useful posts at https://www.ibm.com/developerworks/community/forums/html/topic?id=0d0b2396-3b48-4638-b032-3b9ea74f1a11&ps=25

     


    #DecisionOptimization
    #OPLusingCPLEXOptimizer