Multiple Objectives: MIPGap of each objective

Tobias Findeisen

• July 24, 2019 13:13
• Edited

Hello,

since today I'm using a multiobj model. It would be nice to have the resulting mipgap for each objective, yet the resulting struct (I'm using MatLab) does not encompass those information. The documentation underlines that: "[...] MIPGap don't make sense for multi-objective models and are also not available." I understand that a mipgap for the total hierarchical optimisation is not reasonable but at least in my case it would be nice to have the individual mipgap for each objective.

I hope I did not miss a thing? Otherweise I would like to ask you whether Gurobi could in future releases provide the mipgap for each objective of the hierarchical optimisation.

 

Best regards

Tobias Findeisen

2

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  Phillip Meng

  • January 28, 2021 08:21

  

  

  

  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 :)

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  Michael Lindahl

  • December 19, 2019 12:55

  

  

  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. 

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  Menkes van den Briel

  • March 11, 2021 06:46

  

  

  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?

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