Decision Optimization

Decision Optimization

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Multi-objectives

  • 1.  Multi-objectives

    Posted Fri April 07, 2017 09:10 AM

    Originally posted by: sandeepsinghchauhan


    How can I solve a multi-objective constrained optimisation problem using OPL?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Multi-objectives

    Posted Fri April 07, 2017 09:50 AM

    Hi,

    could https://www.ibm.com/developerworks/community/forums/html/threadTopic?id=50618290-3a0a-46ea-9e9d-22ac5d5771e5&ps=25

    help ?

    With CPO, you could try staticLex

    The function staticLex defines a multi-criteria policy, ordering the different criteria and performing lexicographic optimization. The first criterion is considered to be the most important one; any improvement of this criterion is worth any loss on the other criteria. The second criterion is the second most important one, and so on. The last criterion is the least important one.

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Multi-objectives

    Posted Fri April 07, 2017 09:55 AM

    Originally posted by: sandeepsinghchauhan


    Sorry, but what is COP (constrained optimisation programming)? Any example which show the multi objective optimization solved  using OPL?

    I am new to solve multi objectives. Please help 


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: Multi-objectives

    Posted Fri April 07, 2017 10:00 AM

    Hi,

    CPO : https://www-01.ibm.com/software/commerce/optimization/cplex-cp-optimizer/

    Multi objective : see example truckfleet at CPLEX_Studio127\opl\examples\opl\truckfleet

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 5.  Re: Multi-objectives

    Posted Mon April 10, 2017 01:27 AM

    Originally posted by: sandeepsinghchauhan


    Thanks for your reply.

    I have IBM ILOG Optimization studio version 12.6.2. Is new version 12.7 has Multi objective exanples?

     


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 6.  Re: Multi-objectives

    Posted Mon April 10, 2017 01:39 AM

    Originally posted by: sandeepsinghchauhan


    Can I know from where I can get the problem statement in detail?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 7.  Re: Multi-objectives

    Posted Wed April 19, 2017 12:26 PM

    yes indeed in 12.7

    Solving models with a multi-criteria objective

    CP Optimizer can solve models with a multi-criteria objective.

    The truckfleet example illustrates this feature. The model and data files can be found in:

    Install_dir\opl\examples\opl\truckfleet

    where Install_dir is your installation directory.

    In the model truckfleet.mod, there are two criteria for the minimize objective, e1 and e2, as shown in the code extract.

    
    // Objective: first criterion for minimizing the cost for configuring and loading trucks 
    //            second criterion for minimizing the number of trucks
    dexpr int e1 = sum(t in Trucks) (truckCost[truckConfigs[t]]*(load[t]!=0))
      + sum(t in Trucks) transitionCost[t];
    dexpr int e2 = numUsed;
    
    minimize staticLex(e1, e2);  // trying to minimize cost first
    

    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 8.  Re: Multi-objectives

    Posted Fri June 09, 2017 10:59 AM

    Originally posted by: sandeepsinghchauhan


    Does this example able to show the non-dominating objectives set ? Means I am interested in pareto front . So does it able to show this?

     

     


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 9.  Re: Multi-objectives

    Posted Fri June 09, 2017 11:35 AM

    Hi,

    this example is lexicographic optimization.

    But you may also gather many solutions with CPLEX or CPO and then filter the non-dominated solutions and then draw a Pareto front.

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 10.  Re: Multi-objectives

    Posted Fri June 09, 2017 11:38 AM

    Originally posted by: sandeepsinghchauhan


    Can you direct me an example which shows CPLEX or CPO gather many soultions?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 11.  Re: Multi-objectives