Multi hierarchically objectives. Skips one objective.

[Michael Lindahl]

Dear Gurobi

When I try to solve my model that have three objectives with different priorities, it skips the last one. It writes correctly in the console that there are 3 objectives, but only optimizes two.   If I change the order of e.g. obj2 and obj3 then it is obj2 that does not get optimized. Am i doing something wrong?

Thank you :-)

Best regards

Michael

From the log:

---------------------------------------------------------------------------

Multi-objectives: starting optimization with 3 objectives ... 

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Multi-objectives: applying initial presolve ...

---------------------------------------------------------------------------

[...]

---------------------------------------------------------------------------

Multi-objectives: optimize objective 1 (obj1) ...

---------------------------------------------------------------------------

[..]

---------------------------------------------------------------------------

Multi-objectives: optimize objective 2 (obj2) ...

---------------------------------------------------------------------------

[...]

---------------------------------------------------------------------------

Multi-objectives: stopped in 30.02 seconds, solution count 9

from my C# code:

_model.SetObjectiveN(expr1, 0,10,1,0,0,"obj1");

 _model.SetObjectiveN(expr2, 1, 8, 1, 5, 0, "obj2");

 _model.SetObjectiveN(expr3,2,5,-1,0,0,"obj3");

From the .mps file if i write it:

N  obj1       10  1  0  0

 N  obj2       8  1  5  0

 N  obj3       5  -1  0  0

[Daniel Espinoza]

Hi Michael,

It seems very odd, Have you tried to save the problem as an MPS file and solve it from the command line?