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Multi-objective optimization



1 comment

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Benjamin,

    Is this behavior correct/intended? Limiting degradation step by step, Gurobi finds all the solutions that lie on my manually generated Pareto front. Still, it suprises me that Gurobi provides dominated solutions when increasing the absolute MIP gap. Is there a simple explanation for this?

    This behavior is intended. Gurobi allows for degradation of previous objectives up to a pre-defined gap as described in section Allowing Multiple-Objective Degradation of Working With Multiple Objectives. You can reduce the degradation by setting the relative and absolute tolerances for the specific objectives (ObjNRelTol and ObjNAbsTol).

    Best regards,


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