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Very slow hierarchical objective optimization

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Alexia,

    If already solving for 1 objective is hard, then solving for the second one is expected to be harder, because the first objective is added as an additional constraint to the problem.

    Can we expect to go to low gaps, say 3% on the second objective by degrading the first one by 10%?

    Yes, this is what we can expect. You can find all details in the Working With Multiple Objectives documentation.

    In general, it might be helpful if you first try to find good parameters for the first objective only. If the performance for the first objective is improved, it may positively affect the second objective as well. You can have a look at Most important parameters section and/or try the Gurobi Parameter Tuning Tool.

    Best regards,
    Jaromił

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