Question

是否有任何命令可以直接解决多目标模型？我的意思是，如果不使用加权和或epsilon约束方法，我们能否解决gams中的多目标模型？

非常感谢！

Answer 1

这是我所见过的最接近的

$title Pareto optimal front determination

$onText
For more details please refer to Chapter 2 (Gcode2.16), of the following book:
Soroudi, Alireza. Power System Optimization Modeling in GAMS. Springer, 2017.
--------------------------------------------------------------------------------
Model type: NLP
--------------------------------------------------------------------------------
Contributed by
Dr. Alireza Soroudi
IEEE Senior Member
email: alireza.soroudi@gmail.com
We do request that publications derived from the use of the developed GAMS code
explicitly acknowledge that fact by citing
Soroudi, Alireza. Power System Optimization Modeling in GAMS. Springer, 2017.
DOI: doi.org/10.1007/978-3-319-62350-4
$offText

Variable of1, of2, x1, x2;
Equation eq1, eq2, eq3, eq4;

eq1.. 4*x1 - 0.5*sqr(x2) =e= of1;
eq2.. -sqr(x1) + 5*x2    =e= of2;
eq3.. 2*x1 + 3*x2        =l= 10;
eq4.. 2*x1 -   x2        =g=  0;

x1.lo = 1; x1.up = 2;
x2.lo = 1; x2.up = 3;

Model pareto1 / all /;

Set counter / c1*c21 /;
Scalar E;
Parameter report(counter,*), ranges(*);

solve pareto1 using nlp maximizing of1;
ranges('OF1max') = of1.l;
ranges('OF2min') = of2.l;

solve pareto1 using nlp maximizing of2;
ranges('OF2max') = of2.l;
ranges('OF1min') = of1.l;

loop(counter,
   E = (ranges('OF2max') - ranges('OF2min'))*(ord(counter) - 1)/(card(counter) - 1) + ranges('OF2min');
   of2.lo = E;
   solve pareto1 using nlp maximizing of1;
   report(counter,'OF1') = of1.l;
   report(counter,'OF2') = of2.l;
   report(counter,'E')   = E;
);
display report;

是否可以直接在GAMS中求解双目标模型？

1 个答案: