# liswetx.mod # AMPL coding by Sven Leyffer, University of Dundee. # # A simple multi-objective optimization problem (MOOP) # constructed from models liswet1-liswet4 # of Bob Vanderbei's cute-ampl collection. # # removed silly constant in objective. # ... parameters param n:=5; param k:=2; set 0k := 0..k; set 1n := 1..n; set 1nk := 1..n+k; param B{i in 0k} := if (i=0) then 1 else B[i-1]*i; param C{i in 0k} := if (i=0) then 1 else (-1)^i*B[k]/(B[i]*B[k-i]); param T{i in 1nk} := (i-1)/(n+k-1); # ... variables var x{1nk} := 0.0; # ... objective functions minimize f1: sum {i in 1nk} -(sqrt(T[i])+0.1*sin(i))*x[i] + sum {i in 1nk} 0.25*x[i]^2; minimize f2: sum {i in 1nk} -(T[i]^3+0.1*sin(i))*x[i] + sum {i in 1nk} 0.5*x[i]^2; subject to c1{j in 1n}: sum {i in 0k} C[i]*x[j+k-i] >= 0;