utkarshcheme/mojump.jl

A multi-objective optimization extension for JuMP based on AUGMECON

MOJuMP.jl: Multi-objective Optimization extension for JuMP using AUGMECON in Julia

Install by executing in the REPL,

Pkg.clone("git://github.com/UtkarshChemE/MOJuMP.jl.git")

This package defines two function tradeoff_table and eff_pareto. Use Julia help ? at the REPL to get more information about their use. The methods are based on the reference cited. Look for examples in notebooks folder. This is a WIP package.

Disclaimer: MOJuMP is not developed or maintained by the JuMP developers.

Warning: Always define your objectives as minimization problem. Current implementation can only handle minimization problem. Convert your maximization objective to minimization by multiplying it with -1

Reference

Mavrotas, George. "Effective implementation of the ε-constraint method in multi-objective mathematical programming problems." Applied mathematics and computation 213.2 (2009): 455-465.