Mixed integer non-linear problem + three objectives



Hello everybody,

I’m looking for a julia package to solve : mixed integer nonlinear problem with three objectives.

thank you.


Hi there,

you can take a look at https://github.com/anriseth/MultiJuMP.jl, an extension of JuMP to multiple objectives. Combine that with a MIP solver and it should do it.

Your other solution would be to program yourself a multi-objective optimization technique, such as \epsilon -constraint, which I believe can build your whole Pareto front for three objectives in most situations.