Single versus Multi-Objective - The Systems Realization 单与多目标系统的实现.pptVIP

Types of Optimization Models Model Formulations Different types of optimization model formulations exist: Classical non-linear formulation Linear Programming formulation Baseline model formulation Goal Programming formulation Compromise Decision Support Problem formulation etc. Basic classifications are: Constrained versus unconstrained Linear versus non-linear Single objective versus multi-objective Another classification can be made by variables: continuous/discrete/mixed-integer Introduction to Multi-Objective Optimization Single versus Multi-Objective Most important rule: Never restrict yourself in modeling! Design is multi-objective by nature, so we will look at some multi-objective formulations first. Different formulations There are different ways to formulate a multi-objective optimization model Some covered are: Baseline model Goal Programming (GP) model Compromise Decision Support Problem model Others exist Baseline Model He argues that this is one of the most generic and flexible mathematical programming models. What is missing? Goal Programming (GP) Another multiobjective mathematical “programming” technique is Goal Programming (GP) The term goal programming is used by its developers to indicate the search for an optimal program (i.e., a set of policies to be implemented) for a mathematical model that is composed solely of goals. Developers argue that any mathematical programming model may find an equivalent representation in GP. “GP provides an alternative representation that often is more effective in capturing the nature of real world problems.” Difference between Objectives and Goals In Goal Programming a distinction is made between an objective and a goal: Objective: In mathematical programming, an objective is a function that we seek to optimize, via changes in the problem variables. The most common forms of objectives are those in which we seek to maximize or minimize. For example, Minimize Z = A(X) Goal: In