Decision Optimization

Decision Optimization

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


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  • 1.  Multi-objective via Matlab Toulbox

    Posted 12/13/12 01:42 PM

    Originally posted by: Sothea


    Dear all,

    I would like to know whether Cplex permit to solve multi objective optimization problem via Matlab toolbox. Does anyone know it? how to impliment it?

    Thanks so much for your help.
    Sothea
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Multi-objective via Matlab Toulbox

    Posted 12/14/12 02:31 AM

    Originally posted by: SystemAdmin


    CPLEX does not support multi-objective explicitly.
    You can of course blend multiple objectives into one or optimize multiple objectives in multiple (hierarchical) steps.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Multi-objective via Matlab Toulbox

    Posted 12/14/12 04:27 AM

    Originally posted by: Sothea


    Dear Daniel Junglas,

    Thanks you so much for your reply. Do you know the reason why Cplex does not support multi-objective?

    sothea
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Multi-objective via Matlab Toulbox

    Posted 01/02/13 12:04 PM

    Originally posted by: SystemAdmin


    The reason is that multi-objective is a completely different kind of story and the algorithms implemented in CPLEX are not designed for multi-objective optimization. They search for global optima (and not pareto-optima).
    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Multi-objective via Matlab Toulbox

    Posted 01/02/13 12:26 PM

    Originally posted by: Sothea


    Thanks for response and happy new year
    #CPLEXOptimizers
    #DecisionOptimization


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