#multi-goal programming

Multi-objective linear optimization with weighted sub-problems, using PuLP in Python

In my most recent post on linear programming I applied PuLP for solving below linear optimization problem, using two approaches. Approach #1 was based on solving a sub-problem with one objective only first, then adding the optimal outcome of that problem to a second sub-problem that considered objective two only. Approach #2 is based on combining all objectives into one overall objective…