# ex001.mod # Original AMPL coding by Sven Leyffer, University of Dundee # # A simple multi-objective optimization problem due to # I. Das and J.E. Dennis, " {A closer look at drawbacks of # minimizing weighted sums of objectives for Pareto set # generation in multicriteria optimization problems, # Dept. of CAAM Tech. Report, TR-96-36, Rice University, 1996. # ... sets & parameters set I := 1..5; # ... dimension of the problem # ... variables var x{i in I}; # ... objective functions minimize f1: sum{i in I}( x[i]^2 ); minimize f2: 3*x[1] + 2*x[2] - x[3]/3 + 0.01*(x[4] - x[5])^3; # ... constraints subject to c1: x[1] + 2*x[2] - x[3] - 0.5*x[4] + x[5] = 2; c2: 4*x[1] - 2*x[2] + 0.8*x[3] + 0.6*x[4] + 0.5*x[5]^2 = 0; c3: sum{i in I}( x[i]^2 ) <= 10;