Mixed Integer Linear Programming Using Python with Multiple Objectives Support

Question

I am very new to this field. I am working on MILP type of problem, and I am using Python with Pyomo. Pyomo is very easy to use when you are having Single Objective Model. but in my case.

it is solving a very complicated type of Model that requires multiple objectives. I have seen some ppl suggesting to add a weight an implement it as (10*objective1 + objective2) as now objective1 will have bigger weight that objective2, but that wont solve my problem, as I am trying to do is to Maximize objective 1 and Minimize Objective 2

I am not strict to use only Pyomo, but i would like to use something easy as Pyomo with the support of Multiple Objectives.

What should i Use.

Thanks

Does this answer your question? Multi-objective optimization example Pyomo. Note that minimizing −f is the same as maximizing f. — abc
– abc, Commented Feb 9, 2020 at 14:46
I have read this before. I dont think that would solve the issue as you are adding multiple objective and only solving one at a time — Nadeem Tabbaa
– Nadeem Tabbaa, Commented Feb 9, 2020 at 16:43
You can always implement a weighted sum or a lexicographic approach. In any environment, including Pyomo. For the weighted sum multiply the coefficients by (-1) when changing the sense of a single objective. — Erwin Kalvelagen
– Erwin Kalvelagen, Commented Feb 9, 2020 at 18:25
Erwin, that will work in very narrow cases. Many cases will fail in this way. — Nadeem Tabbaa
– Nadeem Tabbaa, Commented Feb 9, 2020 at 19:44
No. These are widely used methods, for many different applications. — Erwin Kalvelagen
– Erwin Kalvelagen, Commented Feb 9, 2020 at 23:12

mattmilten · Accepted Answer · 2020-02-10 18:52:50Z

0

You can check out PolySCIP for multi-criteria optimization. Another easy way to use multiple objectives is the Python interface of Gurobi.

I cannot give you a detailed answer because is quite broad and generic.

answered Feb 10, 2020 at 18:52

mattmilten

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