Decision Optimization

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Implement epsilon constraint to find the Pareto front from the efficient solutions

  • 1.  Implement epsilon constraint to find the Pareto front from the efficient solutions

    Posted Wed July 11, 2018 12:14 AM

    Originally posted by: Humblor


    Hello,

    I have a model as attached below. 

    I have two objectives:

    minimize R as : dexpr float R = (sum(s in Facility,c in Customers,i in ProductsdRawMat,t in Periods) -(shortCost[c][i]*Supply[s][c][i][t]));

    minimize C as : dexpr float C = (sum(s in Facility,j in Processors,i in ProductsdRawMat,t in Periods) VarCost[s][j][i]*ProdAmt[s][j][i][t]) + (sum(s in Facility1,i in RawMat,t in Periods) Price[s][i]*Consum[s][i][t]) + (sum(s in Facility,i in ProductsdRawMat,t in Periods) hCost[s][i][t]*InvLev[s][i][t]) + (sum(s in Facility,c in Customers,i in ProductsdRawMat,t in Periods) transCost1[s][c]*Supply[s][c][i][t]) + (sum(s in Facility1,sd in Facility2,i in IntProd,t in Periods) transCostF[s][sd]*FlowInt[s][sd][i][t]) + (sum(s in Facility,i in ProductsdRawMat,t in Periods) zetaCost[s][i]*InvDev[s][i][t] ) + (sum(c in Customers,i in ProductsdRawMat,t in Periods) shortCost[c][i]*InvShort[c][i][t] );

    I want to apply epsilon constraint keeping minimize C as objective and R in the constraint.

    I have found the range of R as: -12059710.183892<=R<=0;

    Can someone please tell me a code in CPLEX how to get the Pareto front from the efficient solutions obtained using multiple runs.

    I would be really grateful if someone helps me very soon. I am in urgent need to present my report.

    Thanks a lot.

    Regards.

     


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    #OPLusingCPLEXOptimizer


  • 2.  Re: Implement epsilon constraint to find the Pareto front from the efficient solutions