Multi-Objective Function

Answered

Aziz Ammar

• April 30, 2019 14:53

Hello,

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I'm currently trying to implement a dynamic optimization code (with Multi-Objective function) with Gurobi, except that it unfortunately works!​

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No concrete examples can be found in Gurobi's documentation. I don't know who to contact since I didn't find anything on google.​

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Please enlighten me further on this subject!​

 

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Thank you very much.​

0

• 

  Gwyneth Butera

  Gurobi Staff

  • April 30, 2019 15:12

  Have you had a chance to look at the example http://www.gurobi.com/documentation/8.1/examples/multiobj_py.html ?

      # Set and configure i-th objective
      for i in Subsets:
          objn = sum(Elem[k]*Set[i][k] for k in range(len(Elem)))
          model.setObjectiveN(objn, i, SetObjPriority[i], SetObjWeight[i],
                              1.0 + i, 0.01, 'Set' + str(i))
  

   

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• 

  Aziz Ammar

  • April 30, 2019 15:36

  

  

  

  I don't know how to introduce "setObjectiveN(____)" in my code.

  I tried as much as I did in the capture I shared but without result.

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• 

  Jakob Schelbert

  • May 02, 2019 14:27

  

  

  Hi Aziz,

  See the documentation here: http://www.gurobi.com/documentation/8.1/refman/py_model_setobjectiven.html

  You do not have to specify the sense of the objective (you can set the overall sense of the model http://www.gurobi.com/documentation/8.1/refman/modelsense.html#attr:ModelSense).

  You probably want to set

  m.setObjectiveN(DEUD1[0] * u3 + DEUD2 * v3, index=0, priority=2)
  m.setObjectiveN(FRAF1[0] * x3 + aaaa * y3 + FRAF3[0] * z3, index=1, priority=1)

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