QP hierarchical objectives test #239

Fails except with Gurobi
ampl · Jun 18, 2024 · 1fc7e68 · 1fc7e68
1 parent f4d8e49
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diff --git a/include/mp/backend-std.h b/include/mp/backend-std.h
@@ -276,7 +276,9 @@ class StdBackend :
     auto get_sol = [this]() {
       return GetSolution();
     };
+    int i=0;
     while (GetMM().PrepareSolveIteration(get_stt, get_sol)) {
+      // ExportModel({"/tmp/model" + std::to_string(++i) + ".lp"});
       Solve();
     }
   }

diff --git a/test/end2end/cases/categorized/fast/multi_obj/dietobj_pr_3.inc b/test/end2end/cases/categorized/fast/multi_obj/dietobj_pr_3.inc
@@ -0,0 +1,14 @@
+suffix objpriority;
+suffix objweight;
+
+
+let total_cost["A&P"].objpriority := 4;
+let total_cost["JEWEL"].objpriority := 3;
+let total_cost["VONS"].objpriority := 1;
+let total_number.objpriority := 2;
+
+let total_cost["A&P"].objweight := 1;
+let total_cost["JEWEL"].objweight := 2;
+let total_cost["VONS"].objweight := 1.3;
+let total_number.objweight := -5;
+
diff --git a/test/end2end/cases/categorized/fast/multi_obj/dietqobj_1000_2.mod b/test/end2end/cases/categorized/fast/multi_obj/dietqobj_1000_2.mod
@@ -0,0 +1,35 @@
+## Test correct objective value postsolve in MP
+## See AutoLinking
+
+set MINREQ;   # nutrients with minimum requirements
+set MAXREQ;   # nutrients with maximum requirements
+
+set NUTR := MINREQ union MAXREQ;   # nutrients
+set FOOD;                          # foods
+set STORE;                         # stores
+
+param cost {STORE,FOOD} > 0;
+param f_min {FOOD} >= 0;
+param f_max {j in FOOD} >= f_min[j];
+
+param n_min {MINREQ} >= 0;
+param n_max {MAXREQ} >= 0;
+
+param amt {NUTR,FOOD} >= 0;
+
+var Buy {j in FOOD} >= f_min[j], <= f_max[j];
+
+minimize total_cost {s in STORE}:
+   sum {j in FOOD} -cost[s,j] * Buy[j]
+   + sum {j in FOOD} Uniform(0.01, 0.2) * Buy[j] * Buy[j]
+   + 1000;
+
+minimize total_number:
+   sum {j in FOOD} Buy[j]
+   - sum {j in FOOD} Uniform(0.01, 0.2) * Buy[j] * Buy[j];
+
+subject to diet_min {i in MINREQ}:
+   sum {j in FOOD} amt[i,j] * Buy[j] >= n_min[i];
+
+subject to diet_max {i in MAXREQ}:
+   sum {j in FOOD} amt[i,j] * Buy[j] <= n_max[i];
diff --git a/test/end2end/cases/categorized/fast/multi_obj/modellist.json b/test/end2end/cases/categorized/fast/multi_obj/modellist.json
@@ -100,6 +100,32 @@
       "_sobj[4]": 44.80888220421118
     }
   },
+  {
+    "name" : "dietQobj_1000 multiobj=2 obj_pr_2",
+    "tags" : ["quadraticnonconvex", "quadratic_obj", "multiobj"],
+    "files" : ["dietqobj_1000.mod", "dietobj.dat", "dietobj_pr_2.inc"],
+    "options": { "ANYSOLVER_options": "multiobj=2" },
+    "values": {
+      "total_cost[\"A&P\"]": 936.6309187422044,
+      "total_cost[\"JEWEL\"]": 959.3824742719657,
+      "total_cost[\"VONS\"]": 935.065924552458,
+      "total_number": 40,
+      "_sobj[4]": 40
+    }
+  },
+  {
+    "name" : "dietQobj_1000_2 multiobj=2 obj_pr_3",
+    "tags" : ["quadratic", "quadratic_obj", "multiobj"],
+    "files" : ["dietqobj_1000_2.mod", "dietobj.dat", "dietobj_pr_3.inc"],
+    "options": { "ANYSOLVER_options": "multiobj=2" },
+    "values": {
+      "total_cost[\"A&P\"]": 915.7758062677805,
+      "total_cost[\"JEWEL\"]": 936.0958377754476,
+      "total_cost[\"VONS\"]": 924.2202858257223,
+      "total_number": 17.793036329321545,
+      "_sobj[4]": 17.793036329321545
+    }
+  },
   {
     "name" : "dietobj multiobj=1 obj:2:priority=10",
     "Comment": "Modify obj priority via an option",

diff --git a/test/end2end/scripts/python/Model.py b/test/end2end/scripts/python/Model.py
@@ -11,6 +11,7 @@ class ModelTags(enum.Enum):
     quadratic = 2             # obj and con
     quadratic_obj = 2.5
     quadraticnonconvex = 3
+    quadratic_obj_nonconvex = 3.5
     socp = 4
     socp_hard_to_recognize = 4.1  ## For solvers recognizing from quadratics
     expcones = 4.4

diff --git a/test/end2end/scripts/python/Solver.py b/test/end2end/scripts/python/Solver.py
@@ -941,7 +941,7 @@ def __init__(self, exeName, timeout=None, nthreads=None,
                  ModelTags.continuous, ModelTags.integer, ModelTags.binary,
                  ModelTags.sos,
 
-                 ModelTags.quadratic, ModelTags.quadratic_obj, ModelTags.quadraticnonconvex,
+                 ModelTags.quadratic, ModelTags.quadratic_obj, ModelTags.quadratic_obj_nonconvex,
                  ModelTags.plinear,
 
                  ModelTags.socp,      ## MP transforms cones to quadratics