I am looking for a GAMS source code for solving multi-objective optimization problems.
Hi Abdollah Ahmadi
To the best of my knowledge: NO. Try searching the model library
in www.gams.com. Furthermore, it is not that hard to implement
the Two-Phase method ...
Best Regards Thomas
Hi
Dear Thomas
Thank you for your time. In GAMS library there is an epsilon constraint code, also I wrote a lexicographic optimization and NBI method. Now, I need another method.
Best Wishes
Abdollah
Ok, then you should try to implement the Two-Phase method by Ulungu and Teghem. I think the consensus is that it is the most efficient method. See attached article
Thank you very much.
Does this method have a problem of weighted sum method?
As I know about weighted sum method, in spite of becoming a popular method, the results obtained by weighted methods on the Pareto front have serious problems with changing the coefficients. It has been noticed that changing weighting by small values may lead to remarkable changes in the objective vectors while changing weighting by large values may cause almost negligible changes in the objective vectors. This phenomenon is mainly because of the fact that this method is not a Lipschitzian function of weighting .
Not to my knowledge ... The weighted sum method cannot find the entire pareto-front, because it cannot find non-supported points ...
Dear Thomas
I would like to thank you for your effort in answering my question.
Call for Papers:
"12th International Probabilistic Workshop" held in Weimar Germany, on November 4th and 5th 2014"
https://www.researchgate.net/post/Call_for_Papers_12th_International_Probabilistic_Workshop_held_in_Weimar_Germany_on_November_4th_and_5th_2014
Hi dear Abdollah,
do you have any GAMS code related to NBI& bender decompostion algorithm for solving multi objective optimization.
Hi dear Abdollah
Do you find solution for your problem? I nead a method for solving multi-objective optimization(MIP with binary variables) that is able to solve a small model fast an easy(Preferably GAMS).
I haven,t enough time for learning heuristic or evolutionary methods.
I would be grateful if you help me.
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