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Multiple Objectives: MIPGap of each objective

Comments

3 comments

  • Phillip Meng
    Gurobi-versary
    Conversationalist
    First Question

    We've also hit this wall and kind of worked out from a mix of the lack of documentation and the back section of the online manual that it is currently not possible. May be better to say the solution mipgap can't be retrieved for multi objective models, or even better add the functionality :)

    1
  • Michael Lindahl
    Gurobi-versary
    First Comment

    Agree that this would be very helpful.

    It is though possible to calculate them yourself by getting the incumbent and bound in a MIP or MIPSOL callback, and then keep track of which objective you are currently solving. 

    0
  • Menkes van den Briel
    Gurobi-versary
    First Comment

    Same here, particularly if you have a hierarchical objective with certain allowed degradation, it would be nice to at least be able to recover the mipgap of the first objective before starting the optimisation on the second one. Is there any way to access this?

    0

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