SetObjectiveN() both tolerances required?

回答済み

Michael Hölscher

2023年06月27日 13:25 編集済み

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If I implement a multiobjective model (in Gurobi 10.0.2) in the C# API and use the SetObjectiveN() for the different objectives, I would like to set the reltol parameter to 0.2, but I get an error that I need to fill in the required abstol, but I dont know this value beforehand and would like to set just one of the both tolerances. Is this possible?

関連

• Multiple Objectives

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  Simranjit Kaur

  • Gurobi Staff

  2023年06月28日 05:57

  In GRBModel.SetObjectiveN(), abstol initialises the ObjNAbsTol attribute for the objective. You can set it to its default value of 1e-6.

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  Michael Hölscher

  2023年06月28日 07:37

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  Thanks for the quick reply. But isnt that restricting the objective to the optimal value that has been found, if I set the absolute tolerance to basically zero (even if i have for example 0.2 for the reltol parameter) or am I missing something? 

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  Simranjit Kaur

  • Gurobi Staff

  2023年06月29日 02:59 編集済み

  In multi-objective models, the tolerance by which a higher-priority objective can be degraded is mainly defined by the parameters MIPGap and MIPGapAbs. The ObjNxxxTol attributes are only used to further relax the degradation for an objective. For more details, please refer to our documentation on Working With Multiple Objectives, specifically the subsection "Allowing Multiple-Objective Degradation".

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