Topic
  • 2 replies
  • Latest Post - ‏2013-05-29T17:59:52Z by OptimusCP
OptimusCP
OptimusCP
2 Posts

Pinned topic Differenent tolerances for multi criteria optimization

‏2013-05-28T18:13:47Z |

Hey guys,

I have a question about multi criteria optimization. Is it possible to set different tolerances on the individual objectives?

So if I have an objective function like this:

minimize staticLex (Objective1, Objective2)

I want to set an optimality tolerance of 1.0E-9 and relative optimality tolerane of 1.0E-4 on Objective1 and an optimality tolerance of 1 and relative optimality tolerane of 0.1 on Objective2. Is this possible?

Thank you.

 

  • Philippe_Refalo
    Philippe_Refalo
    9 Posts

    Re: Differenent tolerances for multi criteria optimization

    ‏2013-05-29T12:38:09Z  

    Unfortunately, you cannot use a different optimality tolerance for each criteria in a minimization problem, this is not supported in CP Optimizer. You can try to change the objective function by mutiplying it by a factor so that the global tolerances gives you the expected ones on the criteria but then you get a different optimization problem.

    Regards

    Philippe

  • OptimusCP
    OptimusCP
    2 Posts

    Re: Differenent tolerances for multi criteria optimization

    ‏2013-05-29T17:59:52Z  

    Unfortunately, you cannot use a different optimality tolerance for each criteria in a minimization problem, this is not supported in CP Optimizer. You can try to change the objective function by mutiplying it by a factor so that the global tolerances gives you the expected ones on the criteria but then you get a different optimization problem.

    Regards

    Philippe

    Thank you Philippe.