Three objective function optimization (eps constraint method)

Problems with modeling
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keatzaii
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Three objective function optimization (eps constraint method)

Post by keatzaii »

Hi,

I'm trying to minimize three objective function simultaneously (cost, human health and environmental impact) for waste management system. What method can I use to do the optimization? I have tried the eps constraint method but it didn't give me the solutions,
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Jun keat
Jubeyer
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Re: Three objective function optimization (eps constraint method)

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Do you need any kind of synchronization among the variables of these three problems?

I think you can try to solve that by seeking the nash equilibrium in the stackelberg version.
keatzaii
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Re: Three objective function optimization (eps constraint method)

Post by keatzaii »

No synchronization is needed among the variables. Could you provide an example code for the method you mentioned?

Many thanks,
Jun Keat
Jubeyer
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Re: Three objective function optimization (eps constraint method)

Post by Jubeyer »

OK.
I guess what you're trying to do from looking at your code is that you have integrated all three of your objective function to a single objective function. That may work if you don't have any conflicting interest. Then it will be a typical optimization problem.
If you have a case that you want to optimize your three objective functions which are of conflicting interest like one is maximization, one minimization , etc. )
In that case you can go with the eps constraint method. For that the lexicographic optimization approach needs to be appended at the end of your code and your base code needs to be modified accordingly. The following section only based on my personal approach so you can at least give it a try :

Formulate your problem like the one given here but don't take the eps constraint method implementation from here:
https://www.gams.com/latest/gamslib_ml/ ... epscm.html

Now the eps constraint method , you should take from here,
https://www.gams.com/latest/gamslib_ml/ ... cmmip.html

You certainly need to make some modification to make your code work.

Hope this will help.
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