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Status Future consideration
Created by Guest
Created on Sep 1, 2020

CPLEX: Make adding mulitple objectives consistent with adding one objective

In the Java API for CPLEX (presumably similar in other APIs), it is possible to create an objective and add it to a model in one function call, using overloads of IloCplexModeler.addMinimize() and .addMaximize() that take an IloNumExpr argument. Doing the same with multiple objectives requires chaining function calls (e.g. staticLex() -> minimize() -> addMinimize()). This could (should?) be simplified.

Needed by Date Jan 1, 2021
  • Guest
    Oct 1, 2020

    There is a very similar issue with the Python API (docplex).

    I have a model with some "hard" constraints, and 0 or more "soft" constraints. The problem is that I don't have a good interface in docplex for setting those constraints.

    In the case of 2 or more constraints, I use maximize_static_lex (the first constraint is more important then the second, which is more important than the third, and so on...). But if I try to use it with just 1 constraint, I get this error:

    Error: Multi objective must have at least 2 criteria.

    My request is to extend it so that if I call maximize_static_lex() with a list of length 1 it will behave like maximize(). Additionally, if the list is empty it will not do anything. If this is too difficult, then at least it should give a better error message, right when calling maximize_static_lex() and not on solve().

    Simple example:

    mdl = CpoModel()

    x = mdl.integer_var(min=0, max=9, name="x")

    y = mdl.integer_var(min=0, max=9, name="y")

    mdl.add(x + y < 15)

    mdl.add(x <= y)

    mdl.add(mdl.maximize_static_lex([x != y]))

    msol = mdl.solve(TimeLimit=10)​