SOLVING MULTI-OBJECTIVE MODELS WITH GAMS
by
Erwin Kalvelagen
,
Erwin Kalvelagen
BibTeX
@MISC{Kalvelagen_solvingmulti-objective,
author = {Erwin Kalvelagen and Erwin Kalvelagen},
title = {SOLVING MULTI-OBJECTIVE MODELS WITH GAMS},
year = {}
}
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Abstract
Abstract. Some classes of Multi-objective models can be implemented as either a single linear programming model or a series of linear programming models. This document shows how this can be done in a GAMS environment. 1. Multi-objective programming GAMS models have a single objective. In some cases a problem may require a so-called multi-objective formulation: different objectives need to be optimized. Mathematically a multi-objective programming problem can be stated as: z1 = c
