Removing an objective or getting dual variables with multiple objectives

Answered

francois lamothe

• November 29, 2019 10:30

Hi!
I am trying to use gurobi with column generation and multiple objectives at the same time.

I have a main objective and I am using column generation on this objective: this means that I need to have access to dual variables (constraint.PI) in order to generate columns.
However, in the middle of the process, I want to add a second lower rank objective to get additional information and then either remove it or forget about it.

The problem is that you cannot have access to dual variables in a multiple objective context (according to the errors I received) which I think is totally normal.
But I can't remove my second objective to return to a mono-objective context.

Does anyone knows how to solve this problem?

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• 

  Matthias Miltenberger

  Gurobi Staff

  • November 29, 2019 11:26

  Hi Francois,

  To return back to a single-objective optimization you need to set model.NumObj=0, call model.update(), and then reset the primary objective function (model.setObjective).

  You can also query the current optimization mode using IsMultiObj

  I hope that helps.

  Cheers,
  Matthias

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  francois lamothe

  • November 29, 2019 16:35
  • Edited

  

  

  

  Thanks it seems to work!

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