CODEWITHSUNDEEP
javaalgorithmoptimizationlinear-programmingcplex
jcrv
jcrv

Reputation: 695

Multiple Objective Optimization Java

I've implemented a linear programming problem using the CPLEX API in Java. This problem has 5 linear objectives with different scales. I've tried to implement some normalization methods, but without success. Despite getting a result between 0 and 1, they end up with different orders of magnitude (as I'm using a weighted sum, this is a problem).

Now, I'm wondering to implement this problem with multi-objective optimization using, perhaps, priority criterion. Does CPLEX allow one to implement it? I didn't find much information nor examples. And if not, what are the possible workarounds?

Upvotes: 1

Views: 596

Answers (1)

Alex Fleischer
Alex Fleischer

Reputation: 10059

With CPLEX 12.9 you may use multi objective.

See https://www.ibm.com/support/knowledgecenter/SSSA5P_12.9.0/ilog.odms.studio.help/CPLEX/ReleaseNotes/topics/releasenotes1290/newJavaAPI.html

In the Java API of CPLEX V12.9.0, the new implementation of multiobjective optimization offers these new classes and methods. They are documented in the reference manual of the Java API of CPLEX.

These new methods support multiobjective optimization:

IloCplex.staticLex()

Upvotes: 2

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