MIPGap parameter on Multiple Objectives

John Feng

2020年05月17日 04:13 編集済み

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Hello,

I am trying to set MIPGap parameter for multiple objectives (two objectives to be minimized in my case, called a and b). I used two ways which I expected the same solutions, but they don't. The priorities are different for the two objectives (a has higher priority). 

The first way is to set the parameter in model environment: 

• model.set(GRB_DoubleParam_MIPGap, 0.0);

The second way is to set the parameter for each objective:

• a_obj_env = model.getMultiobjEnv(0);
• a_obj_env .set(GRB_DoubleParam_MIPGap, 0.0);
• b_obj_env = model.getMultiobjEnv(1);
• b_obj_env .set(GRB_DoubleParam_MIPGap, 0.0);

 

However, the optimal objective values for the first objective are different. In particular, the optimal objective value for objective a obtained in the second way is larger than that obtained in the first way.  

 

It seems the second way does not changes the parameters associates with the <model>.

 

So my question is how to set the MIPGap parameter for each objective separately, as I want to use different MIPGap parameters in the solution pass for different objectives?

 

Is this a misuse of the GUROBI or a potential bug?

 

NOTE:

1. All other parameters are kept default, and only basic GUROBI C++ API is used (no callback or something like is involved)
2. The TimeLimit parameter works as expected in the above test.
3. The objective value is very large, the default MIPGap (1e-4) is not satisfied.

1

• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:12 編集済み

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