[Feature Request] Multi-objective optimization

DimaKudosh / pydfs-lineup-optimizer

Daily Fantasy Sports lineup optimzer for all popular daily fantasy sports sites

MIT License

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[Feature Request] Multi-objective optimization #373

Open BenikaH opened 2 years ago

BenikaH commented 2 years ago

Hi @DimaKudosh. Long-time user and appreciate the framework you've built. How hard would it be or is it possible to add multi-objective capabilities to the optimizer? I noticed you added the Mixed-Integer Programming solver, can't wait to try it out. I'm looking to see if I can add multiple objectives here. Thanks again.

DimaKudosh commented 1 year ago

What can be the second objective? Ownership? Some solvers support it but not sure how it will work, didn't experiment with multiple objectives

BenikaH commented 1 year ago

Yes, I was thinking Ownership as the main secondary objective. As opposed to making it a constraint.