Hi, I want to optimize following three multi objective functions using Cplex.
maximize sum(i in route, j in stat) x[i][j]
minimize sum(i in route, j in stat) dis[i][j]*x[i][j]
minimize sum(j in stat) (cc[j]+ sum(i in route) x[i][j]*CV[j]/10)
It seems that Cplex cannot handle multi-objective optimization by default. However, in documentation, it says that it can handle the same problem combining above functions in to a single fitness function. Can anyone help me with constructing the combined function in Cplex.
Yes, Cplex cannot handle multi-objective optimization by default. So they say in their documentation that you should use a weighted sum of those individual objectives (maybe creating a utility function of those 3). However, this is not always the case since you cannot create a weighted sum of apples and oranges. To weight those different objectives into a single function, you need correlation between all...
Hello,
Yes, Cplex could not run multi-objective otpimzation probelm. You have to use aggregation methodologies such that the weighted Sum method. However, With the weighted Sum method, you have to normalize your objective functions in order to avoid the incommenmusarability between objectives.
Otherwise, you can use the MultiJuMP pakcage of Julia lunagage in which you can use directily the WeightedSum method.
Check https://github.com/anriseth/MultiJuMP.jl/blob/master/examples/linear.jl
BR
Thanks guys for the prompt response. I think, I have derived the single function from my objectives which worked out Perfectly. Thanks and have a great day ahead!
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