* ex003.mod * Original AMPL coding by Sven Leyffer, University of Dundee * * A simple multi-objective optimization problem due to * Ravindra V. Tappeta and John E. Renaud, Dept. Aerospace & Mech. Engng. * University of Notre Dame, "Interactive multiobjective optimization * procedure with local preferences", Proceedings of the 3rd WCSMO, 1999. * ... sets & parameters * ... dimension of the problem Set I /i1,i2/ ; Positive Variables x[I] ; * ... add bounds for MPEC Variable f1 , f2 ; Equation g1 , g2 , Def_Obj_1 , Def_Obj_2 ; g1.. 2.5 - 0.5*power{(x['i1'] - 2),3} - x['i2'] =g= 0; g2.. 3.85 + 8*sqr(x['i2'] - x['i1'] + 0.65) - x['i2'] - x['i1'] =g= 0; * ... objective functions Def_Obj_1.. f1 =e= sqr(x['i1'] + x['i2'] - 7.5) + 0.25*sqr(x['i2'] - x['i1'] + 3); Def_Obj_2.. f2 =e= 0.25*sqr(x['i1'] - 1) + 0.5*sqr(x['i2'] - 4 ); Model ex003_1 / g1 , g2 , Def_Obj_1 / ; Model ex003_2 / g1 , g2 , Def_Obj_2 / ; Solve ex003_1 using NLP minimazing f1 ; Solve ex003_2 using NLP minimazing f2 ; Display f1.l ; Display f2.l ;