写一段lingo的多目标优化代码
时间: 2023-07-23 12:06:48 浏览: 165
一种新的多目标优化算法的源代码.zip
以下是一段使用Lingo语言实现多目标优化的示例代码:
```
model multi_obj_optimization
! Objective functions to be minimized
minimize f1 = x1^2 + x2^2
minimize f2 = (x1-2)^2 + (x2-1)^2
! Decision variables
decision variables
x1 >= 0
x1 <= 5
x2 >= 0
x2 <= 5
end
! Constraints
subject to
constraint1: x1 - 2*x2 + 1 >= 0
constraint2: -x1 - 2*x2 + 4 >= 0
end
end
! Set up the optimization problem
set model = multi_obj_optimization
let nobjs = 2 ! Number of objectives
let nvars = 2 ! Number of decision variables
! Set up the optimizer
let optimizer = LINDO_GLOBAL
set optimizer.algorithm = 9 ! Use NSGA-II algorithm
set optimizer.nsga2.popsize = 100 ! Set population size
set optimizer.nsga2.maxgen = 50 ! Set maximum number of generations
! Solve the optimization problem
optimize(model)
! Print the results
print "Optimal objective values:"
for i = 1 to nobjs do
print "f" & i & " = " & getobj(model, i)
end for
print "Optimal decision variables:"
for j = 1 to nvars do
print "x" & j & " = " & getsol(model, j)
end for
```
该代码中,我们定义了两个需要最小化的目标函数 `f1` 和 `f2`,并将它们作为模型的一部分。我们还定义了两个决策变量 `x1` 和 `x2`,以及两个约束条件 `constraint1` 和 `constraint2`。我们使用 LINDO_GLOBAL 优化器,并将其设置为使用 NSGA-II 算法进行多目标优化。最后,我们打印出了最优目标函数值和最优决策变量值。
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