"setObjectiveN()" Sensitivity Information for each objective function unit

Answered

CHO HYUNJIN

July 04, 2023 05:19

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for example

single objective function 

When using "setObjective", the sensitivity information is displayed as follows.

for constr in model.getConstrs():
    print(f"{constr.ConstrName}: Slack={constr.Slack}, Pi={constr.Pi}")

 

I use "setObjectiveN()".
This is because there are multiple objective functions.
How do I print that information in this case?

 

 

 

 

 

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  Maliheh Aramon

  • Gurobi Staff

  July 05, 2023 00:53

  Hi, 

  In the documentation of multiple objectives, we have:

  We haven't attempted to generalize the notions of dual solutions or simplex bases for continuous multi-objective models, so you can't query attributes such as Pi, RC, VBasis, or CBasis for multi-objective solutions. Because of this, we've concluded that the most consistent result to return for attribute IsMIP is 1.

  You can query the attribute Slack as before on each linear constraint.

  Best regards,

  Maliheh

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  CHO HYUNJIN

  July 05, 2023 06:20

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  Thank you

  One more question.

  Can't I use SARHSLow or SARHSUp too?

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  Maliheh Aramon

  • Gurobi Staff

  July 06, 2023 00:36

  No, the attributes related to sensitivity information are only available for basic solutions. Since there is no notion of a basic solution in continuous multi-objective models, these attributes cannot be queried. 

  Best regards,

  Maliheh

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