Multi-objective Optimization
Posted: Thu Sep 06, 2018 1:11 pm
Hello all,
I am doing multi-objective optimisation in GAMS environment with the use of a weighted sum of objective functions. By solving multi-objective programming, I want to get Pareto-front of my problem. For this purpose, I have to modify the weights of objective functions in a fine step size without any modification in objective functions and constraints. In short, I want to run my optimisation problem cyclically, with the change in weights of objective functions by a fixed step.
So, please tell me how it can be done.
Very-very thanks in advance for helping me.
I am doing multi-objective optimisation in GAMS environment with the use of a weighted sum of objective functions. By solving multi-objective programming, I want to get Pareto-front of my problem. For this purpose, I have to modify the weights of objective functions in a fine step size without any modification in objective functions and constraints. In short, I want to run my optimisation problem cyclically, with the change in weights of objective functions by a fixed step.
So, please tell me how it can be done.
Very-very thanks in advance for helping me.