Blended Multi-Objective functions & Combining Blended and Hierarchical Objectives

Answered

John Chu

March 17, 2023 03:01

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Can you provide me with some example codes that implement the following objectives in Python Gurobi?

• Blended Multi-Objective
• Combining Blended and Hierarchical Objectives

I want to see some detailed examples from the instructions provided as follows. https://www.gurobi.com/documentation/9.5/refman/working_with_multiple_obje.html 

Related to

• Multiple Objectives

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  Maliheh Aramon

  • Gurobi Staff

  March 17, 2023 05:50

  Hi John, 

  Please check the multobj.py example that implements a set covering problem with four different objectives. The problem is an example of combining hierarchical and blended approaches to optimize various objectives. 

  Please have a look and then let us know if you have any followup questions. 

  Best regards,

  Maliheh

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  John Chu

  March 17, 2023 15:12

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  Thank you so much for your answer. Based on this example, may I ask you what is the difference between implementation of strict hierarchical model and this one which is implementing "Combining hierarchical and blended model?"

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  Riley Clement

  • Gurobi Staff

  March 24, 2023 01:24

  Hi John,
  
  Say you had objectives X, Y and Z.  Then, by example:
  
  Heirarchical:
  Optimize X, then Y, then Z
  
  Blended:
  Optimize aX + bY + cZ (for scalars a,b,c)
  
  Heirarchical + Blended
  Optimize aX + bY, then Z
  
  - Riley

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