[Symphony] bicriteria example?

[Ted Ralphs]

There is now a new release of SYMPHONY available with these changes
incorporated.

http://www.coin-or.org/download/source/SYMPHONY/SYMPHONY-5.2.4.zip

Cheers,

Ted

On Fri, May 7, 2010 at 5:19 PM, Ted Ralphs <ted at lehigh.edu> wrote:
> Well, it was a combination of four different things that caused the problem.
>
> 1. The new pre-processor was messing with the reformulation required
> for the use of the Chebyshev norm in order to find non-supported
> solutions. For now, I have disabled the pre-processor when the
> multicriteria solve capability is invoked.
>
> 2. The new procedure for automatically setting the problem granularity
> was also conflicting with the setting of granularity for the
> multi-criteria case, which has to be done a little differently.
>
> 3. The objective coefficient on x_2 in your MPS file should be "0" to
> reproduce the example precisely (see attached file).
>
> 4. The example code in the slides you were looking at is actually
> wrong---because it's a maximization problem, the coefficient in the
> second objective for x_2 should be set to -1. In other words, you
> should have the following line of code in your main() function:
>
>   sym_set_obj2_coeff(env, 1, -1);
>
> Alternatively, you can actually set the objective sense to
> maximization, but then the MPS file should be changed to have
> nonnegative coefficients. Sorry about that! The code is now fixed in
> stable/5.2 and trunk. If you check out
>
> https://projects.coin-or.org/svn/SYMPHONY/stable/5.2
>
> with subversion and build as before, then create your executable from
> the fixed main() function and run it on the attached test.mps, you
> should get the expected results. Thanks for pointing this out!
>
> If you prefer to download an archive of the source for a point release
> instead of using subversion, I will make a new release of SYMPHONY
> over the weekend. I believe you can also get a zip file of the whole
> thing by going here:
>
> https://projects.coin-or.org/SYMPHONY/changeset/1770/stable/5.2?old_path=%2F&format=zip
>
> Cheers,
>
> Ted
>
> On Tue, May 4, 2010 at 12:38 PM, Ted Ralphs <ted at lehigh.edu> wrote:
>> Something does seem to be broken with the bicriteria solve capability.
>> We'll take a look at it and get back to you.
>>
>> Cheers,
>>
>> Ted
>>
>> On Mon, May 3, 2010 at 4:09 PM, Ross Anderson <rpanderson at gmail.com> wrote:
>>> Hi all,
>>> I'm attempting to reproduce the bicriteria example found in many of the
>>> presentations (like the Advanced DIMACS06 tutorial). Here's the problem
>>> reproduced:
>>> vmax [8x1, x2],
>>> subject to 7x1 + x2 <= 56,
>>> 28x1 + 9x2 <= 252,
>>> 3x1 + 7x2 <= 105,
>>> x1, x2 >= 0
>>>
>>> Here's my MPS file:
>>>
>>> NAME          BICRIT
>>> ROWS
>>>  N  COST
>>>  L  LIM1
>>>  L  LIM2
>>>  L  LIM3
>>> COLUMNS
>>>     XONE      COST                -8   LIM1                 7
>>>     XONE      LIM2                 28  LIM3                 3
>>>     XTWO      COST                -1   LIM1                 1
>>>     XTWO      LIM2                 9   LIM3                 7
>>> RHS
>>>     RHS1      LIM1                 56  LIM2                252
>>>     RHS1      LIM3                105
>>> BOUNDS
>>>  LI BND1      XONE                 0
>>>  LI BND1      XTWO                 0
>>> ENDATA
>>>
>>>
>>> and the tutorial code:
>>>
>>> #include "symphony.h"
>>>
>>> int main(int argc, char **argv)
>>> {
>>>
>>>    sym_environment *env = sym_open_environment();
>>>    sym_parse_command_line(env, argc, argv);
>>>    sym_load_problem(env);
>>>
>>>    sym_set_obj2_coeff(env, 1,1);
>>>    sym_mc_solve(env);
>>>
>>>    sym_close_environment(env);
>>>
>>>    return(0);
>>>
>>> }
>>>
>>>
>>> The solver screen outputs  XONE      8.000  (implying XTWO is 0), which is
>>> the outcome for \theta in (-infty, 1.333). How do I go about finding the
>>> other ranges? I also tried passing mc_find_supported_solutions 1 in a
>>> parameter file - no change.
>>>
>>> Thank you.
>>>
>>> _______________________________________________
>>> Symphony mailing list
>>> Symphony at list.coin-or.org
>>> http://list.coin-or.org/mailman/listinfo/symphony
>>>
>>>
>>
>>
>>
>> --
>> Dr. Ted Ralphs
>> Associate Professor, Lehigh University
>> (610) 628-1280
>> ted 'at' lehigh 'dot' edu
>> coral.ie.lehigh.edu/~ted
>>
>
>
>
> --
> Dr. Ted Ralphs
> Associate Professor, Lehigh University
> (610) 628-1280
> ted 'at' lehigh 'dot' edu
> coral.ie.lehigh.edu/~ted
>



-- 
Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted