[Cbc] Tie-breaking a model

[Haroldo Santos]

Hi,

In general, use the smaller possible value for upperBound.

Gurobi supports hierarchical objectives
http://www.gurobi.com/resources/seminars-and-videos/numerical-issues-webinar

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.

Cheers,

On Fri, Feb 9, 2018 at 7:41 PM, <rhavar at protonmail.com> wrote:

> 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
>
>
>
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>


-- 
=============================================================
Haroldo Gambini Santos
Computing Department
Universidade Federal de Ouro Preto - UFOP
email: haroldo [at ] iceb.ufop.br
home/research page: www.decom.ufop.br/haroldo


It has long been an axiom of mine that the little things are infinitely
the most important.
-- Sir Arthur Conan Doyle, "A Case of Identity"
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