Multi-objective API in a simple example

[ayous...@gmail.com]

Hi, I just started using Gurobi and I don't understand the API for adding multi-objectives. I am using the Python package. I try to modify this code http://www.gurobi.com/documentation/7.0/examples/multiobj_py.html#subsubsection:multiobj.py to a trivial example but it is not working.

Here is my code: 

---

m = Model()

x = m.addVar(lb=0, ub=10, vtype=GRB.CONTINUOUS)

y = m.addVar(lb=0, ub=10, vtype=GRB.CONTINUOUS)

m.ModelSense = GRB.MAXIMIZE

m.NumObj = 2

m.setParam(GRB.Param.ObjNumber, 0)

m.ObjNPriority = 1

m.setAttr(GRB.Attr.ObjN, x + y)

m.setParam(GRB.Param.ObjNumber, 1)

m.ObjNPriority = 2

m.setAttr(GRB.Attr.ObjN, x - y)

m.optimize()

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I think the command "m.setAttr(GRB.Attr.ObjN, x + y)" is ill formulated and is not adding the objective. How should I modify it?

Thanks!

[Sonja Mars]

Hi,

If you take a look at the multiobj.py example, the way the multiple objectives are set is this:

model.setAttr(GRB.Attr.ObjN, Elem, Set[i])

In this call Elem is a tupledict and Set[i] is a list. ObjN is a variable attribute. So the idea is to set an objective coefficient for the n-th objective for each variable. In our example we do this for all variables at once using a list of coefficients.

So what you would need to do in your code is something like this:

m.setAttr(GRB.Attr.ObjN, [x,y], [1,1])

and 

m.setAttr(GRB.Attr.ObjN, [x,y], [1,-1])

Best regards, 

Sonja 

----

Dr. Sonja Mars

Gurobi Optimization - Technical Support 

[Daniel Espinoza]

Hi,

You should take a look at

http://www.gurobi.com/documentation/7.0/examples/multiobj_py.html#subsubsection:multiobj.py

Best,

Daniel

[Ahmed YOUSSEF]

Thank you very much Sonja! 

Best regards,

Ahmed

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