eps-Constraint Method for Multiobjective Optimization

GAMS
1

Hello,

I want to solve my multi-objective model with the eps-Constraint Method (the example in GAMS).

The thing is, my model includes non-linear constraints. I wonder whether I need to transfer the model to linear before solving with the eps-Constraint Method.

I would be very grateful if anyone could help me.

Thanks,

2

Hi,

Non-linearity should not affect eps-constraint method. You can use eps-constraint method for nonlinear models too.
You have two objectives and you can always restrict one by epsilon and solve for the other objective. You do it for multiple epsilon to get a table (or pareto optimal curve).

Hope this helps.

  • Atharv
3

Thanks a lot Atharv.