[Cbc] Tie-breaking a model

[rhavar at protonmail.com]

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.

I can sort of do this already by computing a max-possible upper bound for obj2 (but it's very big)  and then say

Minimize:
   obj1 * upperBound  + obj2

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) ?

-Ryan
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/cbc/attachments/20180209/979281d5/attachment.html>