Pareto optimal points in multi objective (3 objectives)opt.

GAMS
1

Hello everyone,

I have a multi objective optimization problem with 3 objectives. I applied Conic Scalarization since I am not quite sure whether it is convex or not. Anyway, in the end, I have a Excel sheet that have weights, alphas and z1, z2 and z3 scores of Conic Scalarization. But, the problem is that Excel sheet has 6050 rows. Hence, I am not quite sure how I can get pareto optimal points and dominated points to plot them in a 3D graph. Of course it is possible to just draw the plot with all, but I want to use hue to separate pareto optimal points and dominated points after identifying them.
I exported the scores to Excel, but I will plot them in Python.
Hence, I would be glad that is there any code or approach you may share with me to get pareto optimal points and dominated points in Excel or in Python.

Thanks in advance,

2

Here is some topic that talks about some ways to separate frontier and dominated points: https://newforum.gams.com/t/is-there-an-alternative-to-the-tool-mcfilter/3629/1

-Michael

3

Hello Michael,

I checked it out! However, I am very far away to implement any of them. I am not familiar those. I tried to follow the lines but I am lost. But, I guess the mcfilter solves a problem, then save it and then runs the pareto.py then saving the results. But, I couldn’t do it. I have gdx file of the Conic Sca. results, and its Excel version. That’s all.
Also, I checked the pareto.py. But, I couldn’t get how I will import my Excel file into pareto.py.

But, let me thank you to spend time to generate a solution to my issue.