Multi-obj: degradation tolerance tests #239

test/end2end/cases/categorized/fast/multi_obj/modellist.json

@@ -87,6 +87,36 @@
       "_sobj[4]": 32.604395604395606
     }
   },
+  {
+    "name" : "multiobj_abstol_MIP",
+    "tags" : ["linear", "integer", "multiobj"],
+    "options": {
+      "ANYSOLVER_options": "multiobj=1",
+      "gurobi_options": "multiobj=1 mip:gap=0"
+    },
+    "values": {
+      "_sobj[1]": 2.75,
+      "_sobj[2]": 3.5
+    }
+  },
+  {
+    "name" : "multiobj_reltol_MIP",
+    "tags" : ["linear", "integer", "multiobj"],
+    "options": {
+      "ANYSOLVER_options": "multiobj=1",
+      "gurobi_options": "multiobj=1 mip:gap=0"
+    },
+    "values": {
+      "_sobj[1]": 2.75,
+      "_sobj[2]": 3.5
+    }
+  },
+  {
+    "name" : "multiobj_abstol_manual.run",
+    "tags" : ["linear"],
+    "files": ["multiobj_abstol_manual.run"],
+    "objective": 3.5
+  },
   {
     "name" : "obj_suf_01 multiobj=0",
     "tags" : ["linear", "continuous", "multiobj"],

test/end2end/cases/categorized/fast/multi_obj/multiobj_abstol_MIP.mod

@@ -0,0 +1,31 @@
+
+var x;
+var y;
+var z integer;       # For Gurobi to handle AbsTol in direct way
+
+maximize xobj: x;
+minimize yobj: y;
+
+subj to c1: y >= x;
+subj to c2: y <= x + 1;
+
+subj to c3: y <= 2*x;
+subj to c4: y >= 2*x - 2;
+
+subj to c5_keep_z: y >= z;
+
+suffix objpriority IN;
+suffix objabstol IN;
+
+let xobj.objpriority := 10;
+let yobj.objpriority := 1;
+
+let xobj.objabstol := 0.25;
+
+# Need mip:gap=0 due to the way tolerances are applied:
+# https://www.gurobi.com/documentation/current/refman/working_with_multiple_obje.html.
+# option gurobi_options "obj:multi=1 writeprob=multiobj1_MIP.lp mip:gap=0";
+# option solver gurobi;
+
+# solve;
+# display x, y, z;

test/end2end/cases/categorized/fast/multi_obj/multiobj_abstol_manual.run

@@ -0,0 +1,20 @@
+
+var x;
+var y;
+
+maximize xobj: x;
+minimize yobj: y;
+
+subj to c1: y >= x;
+subj to c2: y <= x + 1;
+
+subj to c3: y <= 2*x;
+subj to c4: y >= 2*x - 2;
+
+option solver gurobi;
+solve xobj;
+# display x, y;
+
+subj to tol: x >= x.val - 0.25;
+solve yobj;
+# display x, y;

test/end2end/cases/categorized/fast/multi_obj/multiobj_reltol_MIP.mod

@@ -0,0 +1,31 @@
+
+var x;
+var y;
+var z integer;       # For Gurobi to handle AbsTol in direct way
+
+maximize xobj: x;
+minimize yobj: y;
+
+subj to c1: y >= x;
+subj to c2: y <= x + 1;
+
+subj to c3: y <= 2*x;
+subj to c4: y >= 2*x - 2;
+
+subj to c5_keep_z: y >= z;
+
+suffix objpriority IN;
+suffix objreltol IN;
+
+let xobj.objpriority := 10;
+let yobj.objpriority := 1;
+
+let xobj.objreltol:= 0.25/3;
+
+# Need mip:gap=0 due to the way tolerances are applied:
+# https://www.gurobi.com/documentation/current/refman/working_with_multiple_obje.html.
+# option gurobi_options "obj:multi=1 writeprob=multiobj1_MIP.lp mip:gap=0";
+# option solver gurobi;
+
+# solve;
+# display x, y, z;