[Cbc] Tie-breaking a model

[Ted Ralphs]

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...

Cheers,

Ted

On Fri, Feb 16, 2018 at 8:15 AM, Haroldo Santos <haroldo.santos at gmail.com>
wrote:

> 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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>


-- 
Dr. Ted Ralphs
Professor and Interim Department Chair
Industrial and Systems Engineering
Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted
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