in 12.5 version, CP Optimizer can solve an OPL model with a multi-criteria objective.
The function staticLex defines a multi-criteria policy, ordering the different criteria and performing lexicographic optimization.
Who can refer me a literature explaining the theory of the multi-criteria optimization method used by ILOG?
thanks in advance
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2 replies Latest Post - 2013-01-10T14:17:25Z by SystemAdmin
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Updated on 2013-01-10T14:17:25Z at 2013-01-10T14:17:25Z by SystemAdmin
qtbgo 270004EB8E116 PostsACCEPTED ANSWER
Re: multi-criteria optimization?2013-01-10T11:49:12Z in response to qtbgoMy undrstand is that CP will first optimize objective 1, then objective 2,....
The question is when optimizing objective 1, what is the stop condition?
I mean when CP will switch to objective 2?
SystemAdmin 110000D4XK623 PostsACCEPTED ANSWER
Re: multi-criteria optimization?2013-01-10T14:17:25Z in response to qtbgoCP Optimizer will improve both objectives at the same time but will improve criteria 2 only if it does not degrade criteria 1 and in turn any improvement of criteria 1 is worth any loss on criteria 2. It is not a 2-step optimization. You can see that by looking at the log of the example truckfleet.