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I want to know whether we can do multi objective optimizaion using GAMS optimization software . We have to write the program by changing the weights of the objectives or is there any other method of doing that. please let me know.

Mr. Prasad
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  • Can't you write a single objective function that sums your objectives? I.e. if you want to maximize two variables, maximize the sum of them. If the goals are conflicting you will need to write an objective function that defines the trade-off. – Martin Bonde Sep 06 '17 at 15:35

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