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How to maximise a non-scalar objective?

Posted: Fri Feb 21, 2020 7:42 am
by frds17
Hi all,

My objective function is non-scalar, which is not possible to maximize in GAMS. How may I maximise the below function in GAMS. I will be using DNLP conopt4 to solve the model. i=5, t=150, and j=70.

Code: Select all

U(i,t)=sum(j, uu(i,j,t)) 

Re: How to maximise a non-scalar objective?

Posted: Fri Feb 21, 2020 7:51 am
by Renger
Hi
If you want to solve for every combination of i and t (ixt solves), you might wright a scalar function and scalar equations and loop your solve over i and t. Otherwise, it doesn't make much sense.
Cheers
Renger

Re: How to maximise a non-scalar objective?

Posted: Fri Feb 21, 2020 7:59 am
by frds17
Hi,

How do I define the equation and the loop?

Thanks,
Fabio