How to control MIP using callbacks in multi-objective optimization

回答済み

minsu kim

• 2025年01月06日 04:16

While implementing a MIP model with multiple objective functions, I aim to use a callback function and elapsed time to dynamically manage the optimization process. Specifically, during the sequential optimization of objectives, if the MIP gap shows minimal change (e.g., 0.81 → 0.81 → 0.81 → 0.80) or if the time interval becomes too long, the current objective should terminate, and the solver should proceed to the next objective.

 

In the following case, how to control the process using a callback so that objective function 6 stops when the MIP gap reaches 0.8% and then proceeds to objective function 7

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Multi-objectives: optimize objective 6 (InventoryMinimize() ...

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  2907  1576 infeasible   94      -4655.0000 -4616.9223  0.82%  28.0   61s
  3290  1767 -4619.6229   41  303 -4655.0000 -4617.0661  0.81%  26.5   66s
  3662  1947 -4629.0940   80  227 -4655.0000 -4617.1022  0.81%  25.2   70s
  4315  2478 -4648.7918   60  296 -4655.0000 -4617.2600  0.81%  23.4   77s
  4822  2767 -4647.3799   94  142 -4655.0000 -4617.3114  0.81%  22.7   82s
  5095  2990 -4644.4905   58  284 -4655.0000 -4617.3314  0.81%  22.5   85s
  5746  3468 infeasible  105      -4655.0000 -4617.3591  0.81%  21.3   91s
  6409  3919 -4644.7473   73  183 -4655.0000 -4617.4122  0.81%  20.5   97s
  6714  4164 -4618.6869   50  329 -4655.0000 -4617.4142  0.81%  20.2  100s
  7439  4636 -4622.3704   51  350 -4655.0000 -4617.5094  0.81%  19.8  106s
  8045  5064 -4633.3399   66  273 -4655.0000 -4617.5505  0.80%  19.5  112s

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関連

• Multiple Objectives

0

• 

  Simranjit Kaur

  Gurobi Staff

  • 2025年01月06日 04:36
  • 編集済み

  You can use  the cbStopOneMultiObj callback to interrupt the optimization of a specific objective in a multi-objective model, while allowing the overall hierarchical optimization process to continue. The documentation of this callback also includes an example for your reference.

  Please see our page on callback codes for the list of methods available for a Multiobj callback.

  Regards,
  Simran

  0

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