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industrial-optimization-group / DESDEO

An open source framework for interactive multiobjective optimization methods
https://desdeo.it.jyu.fi
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Scenario-based problems: adding support for scenario-based multiobjective optimization problems #91

Open gialmisi opened 6 months ago

gialmisi commented 6 months ago

We need to add support for scenario-based multiobjective optimization problems. The general formulation of such problems is described, e.g., here Eq. 1. The challenge is how to extend the current problem schema to seamlessly support scenarios. One possible approach is to model all the objectives from each scenario separately, and utilize an optional additional index in the Objective models to identify to which scenario an objective function belongs to. Naturally, the new features will have to be documented and tested.

This issue is related to the re-structuring of DESDEO, see the branch desdeo2.

gialmisi commented 5 months ago

Work started in 1b5a300

Scenarios are now supported in the problem model, but they are not utilized anywhere.