<div dir="ltr">I just wanted to follow up to say that SYMPHONY does also support hierarchical objectives (as part of its support for multi-objective MILP), if that is of interest...<div><br></div><div>Cheers,</div><div><br></div><div>Ted</div></div><div class="gmail_extra"><br><div class="gmail_quote">On Fri, Feb 16, 2018 at 8:15 AM, Haroldo Santos <span dir="ltr"><<a href="mailto:haroldo.santos@gmail.com" target="_blank">haroldo.santos@gmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div class="gmail_default" style="font-family:monospace,monospace;font-size:small">Hi,<br><br></div><div class="gmail_default" style="font-family:monospace,monospace;font-size:small">In general, use the smaller possible value for upperBound.<br><br></div><div class="gmail_default" style="font-family:monospace,monospace;font-size:small">Gurobi supports hierarchical objectives<br><a href="http://www.gurobi.com/resources/seminars-and-videos/numerical-issues-webinar" target="_blank">http://www.gurobi.com/<wbr>resources/seminars-and-videos/<wbr>numerical-issues-webinar</a><br><br></div><div class="gmail_default" style="font-family:monospace,monospace;font-size:small">Cbc does not have native support for hierarchical objectives but maybe you could use callbacks to interrupt whenever a new integer feasible solution is produced and evaluate this solution using a lexicographic comparison.<br><br></div><div class="gmail_default" style="font-family:monospace,monospace;font-size:small">Cheers,<br></div></div><div class="gmail_extra"><br><div class="gmail_quote">On Fri, Feb 9, 2018 at 7:41 PM, <span dir="ltr"><<a href="mailto:rhavar@protonmail.com" target="_blank">rhavar@protonmail.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div>I routinely am running into an issue where in the model I have multiple objectives. Say obj1 and obj2. Now obj1 is a lot more important for me, but it's very frequent that ties exist. So I want to say: minimize for obj1, but if there's a tie minimize obj2.<br></div><div><br></div><div>I can sort of do this already by computing a max-possible upper bound for obj2 (but it's very big) and then say<br></div><div><br></div><div>Minimize:<br></div><div> obj1 * upperBound + obj2<br></div><div><br></div><div>which of course works, but I think it leads to some huge numbers that solvers struggle with. I wonder is there a smarter way of "tie breaking"? Or perhaps some sort of native feature where you can say Minimize(obj1, obj2) ?<br></div><div><br></div><div class="m_1646678736693739278m_-860134643785913286protonmail_signature_block"><div class="m_1646678736693739278m_-860134643785913286protonmail_signature_block-user"><div>-Ryan<br></div></div><div class="m_1646678736693739278m_-860134643785913286protonmail_signature_block-proton m_1646678736693739278m_-860134643785913286protonmail_signature_block-empty"><br></div></div><div><br></div><br>______________________________<wbr>_________________<br>
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<br></blockquote></div><span class="HOEnZb"><font color="#888888"><br><br clear="all"><br>-- <br><div class="m_1646678736693739278gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><span style="font-family:monospace,monospace">==============================<wbr>==============================<wbr>=<br>Haroldo Gambini Santos<br>Computing Department<br>Universidade Federal de Ouro Preto - UFOP<br>email: haroldo [at ] <a href="http://iceb.ufop.br" target="_blank">iceb.ufop.br</a><br>home/research page: <a href="http://www.decom.ufop.br/haroldo/" target="_blank">www.decom.ufop.br/haroldo</a><br><br><br>It has long been an axiom of mine that the little things are infinitely<br>the most important.<br> -- Sir Arthur Conan Doyle, "A Case of Identity"<br></span></div></div></div>
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<br></blockquote></div><br><br clear="all"><div><br></div>-- <br><div class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr">Dr. Ted Ralphs<br>Professor and Interim Department Chair<br>Industrial and Systems Engineering<br>Lehigh University<br>(610) 628-1280<br>ted 'at' lehigh 'dot' edu<br><a href="http://coral.ie.lehigh.edu/~ted" target="_blank">coral.ie.lehigh.edu/~ted</a><br></div></div></div></div></div></div>
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