Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

 View Only
Expand all | Collapse all

How to control optimization parameters while using multi-objective feature (staticLex)

  • 1.  How to control optimization parameters while using multi-objective feature (staticLex)

    Posted Sun June 23, 2013 01:46 PM

    Originally posted by: MFC


    Hi, 

    I have a question about setting the optimization parameters such as FailLimit, TimeLimit, or OptimalityTolerance while using staticLex (multi objective) functionality. Let's say  we have two objectives staticLex(obj1, obj2). How can we control parameters for first and second objectives? When we set lets say FailLimit=1000, will it effect the first objective or is it also applied to the second objective?

    Thanks a lot in advance. 


    #DecisionOptimization
    #OPLusingCPOptimizer


  • 2.  Re: How to control optimization parameters while using multi-objective feature (staticLex)

    Posted Mon July 01, 2013 03:57 AM

    Originally posted by: PhilippeLaborie


    Hello,

    Limits and tolerances apply to the search globally, even when you are using staticLex as objective in the model. If you want to have a more control on the resolution of multi-objective problems, you can solve the problem in several steps, each step focusing on some part of the objective. For doing that you may consider using the warmstart functionality of CP Optimizer. With warmstart, you can start the search from a previously known solution. See the example sched_goalprog in the delivery of CP Optimizer.

    Philippe


    #DecisionOptimization
    #OPLusingCPOptimizer


  • 3.  Re: How to control optimization parameters while using multi-objective feature (staticLex)

    Posted Mon April 28, 2014 05:59 AM

    Originally posted by: davidoff


    Hello

    I'm continuing this question since it is very interesting from a user prospective to use static Lex directly instead of writing a more complex scheme as Philippe suggests.

    In other frameworks, you can simply set time (or other criterion) limits for the first objective , and an other one for the second.

    If the optimality of the first criterion is not proven, will CPO takes all the available time to improve it regardless of the second criterion ?

    Thanks

    David


    #DecisionOptimization
    #OPLusingCPOptimizer


  • 4.  Re: How to control optimization parameters while using multi-objective feature (staticLex)

    Posted Mon April 28, 2014 06:02 AM

    Originally posted by: davidoff


    Well apparently the other related post

    https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014927470&ps=25

    explains that staticLex is not a 2 step optimization scheme.

     


    #DecisionOptimization
    #OPLusingCPOptimizer