帮我写一段用python调用gurobi求解器求解双目标优化的代码,要求使用加权和法
时间: 2023-05-25 22:03:51 浏览: 606
以下是用python调用Gurobi求解器求解双目标优化的代码,使用加权和法:
```python
import gurobipy as gp
# Define the decision variables
x = gp.Model('Bi-Objective Optimization')
x_1 = x.addVar(vtype=gp.GRB.CONTINUOUS, lb=0, name='x_1')
x_2 = x.addVar(vtype=gp.GRB.CONTINUOUS, lb=0, name='x_2')
# Define the decision variables' coefficients
c_1 = [1, 2, 3, 4]
c_2 = [2, 3, 4, 1]
# Define the objective functions
obj1 = gp.quicksum(c_1[i]*x[i] for i in range(4))
obj2 = gp.quicksum(c_2[i]*x[i] for i in range(4))
# Add the objective functions to the model
x.setObjective(obj1, sense=gp.GRB.MAXIMIZE)
x.setObjective(obj2, sense=gp.GRB.MAXIMIZE)
# Define the weighting factors
w_1 = 0.6
w_2 = 0.4
# Add the weighted sum constraint to the model
x.addConstr(w_1*obj1 + w_2*obj2, gp.GRB.MAXIMIZE)
# Solve the model using Gurobi
x.optimize()
# Print the optimal solution
print(f'Optimal Solution: x_1 = {x_1.x}, x_2 = {x_2.x}')
```
注:上述代码未经过实际运行测试,仅供参考。
阅读全文