Merge branch 'develop' of github.com:ampl/mp into develop

include/mp/flat/converter_model.h

@@ -338,9 +338,9 @@ class FlatModel
 
     mapi.InitProblemModificationPhase(GetModelInfo());
     PushVariablesTo(mapi);
+    PushCustomConstraintsTo(mapi);
     if (!if_skip_pushing_objs())
       PushObjectivesTo(mapi);
-    PushCustomConstraintsTo(mapi);
     mapi.FinishProblemModificationPhase();
   }
 

include/mp/flat/converter_multiobj.h

@@ -173,11 +173,12 @@ class MOManager {
       std::function<sol::Status(void)> get_stt, std::function<Solution(void)> get_sol) {
     if (++i_current_obj_ >= obj_new_.size()) {
       status_ = MOManagerStatus::FINISHED;
-      MPD( GetEnv() ).Print(
-          "\n\n"
-          "==============================================================================\n"
-          "MULTI-OBJECTIVE MODE: done.\n\n");
-      return false;                              // all done
+			if (MPD( GetEnv() ).verbose_mode())
+				MPD( GetEnv() ).Print(
+							"\n\n"
+							"==============================================================================\n"
+							"MULTI-OBJECTIVE MODE: done.\n\n");
+			return false;                              // all done
     }
     if (MPD( GetEnv() ).verbose_mode())
       MPD( GetEnv() ).Print(
@@ -216,17 +217,17 @@ class MOManager {
     if (obj_last.GetQPTerms().size()) {
       if (obj::MAX == obj_last.obj_sense())
         MPD( AddConstraint(
-            QuadConGE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, objval_last_ } ) );
+						QuadConGE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, lim } ) );
       else
         MPD( AddConstraint(
-            QuadConLE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, objval_last_ } ) );
+						QuadConLE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, lim } ) );
     } else {
       if (obj::MAX == obj_last.obj_sense())
         MPD( AddConstraint(
-            LinConGE{ { obj_last.GetLinTerms() }, objval_last_ } ) );
+						LinConGE{ { obj_last.GetLinTerms() }, lim } ) );
       else
         MPD( AddConstraint(
-            LinConLE{ { obj_last.GetLinTerms() }, objval_last_ } ) );
+						LinConLE{ { obj_last.GetLinTerms() }, lim } ) );
     }
   }
 

solvers/gurobi/gurobibackend.cc

@@ -2102,8 +2102,11 @@ void GurobiBackend::InitCustomOptions() {
   /// std feature MULTIOBJ is set.
   /// Change the help text
   AddToOptionDescription("obj:multi",
-                           "The objectives must all be linear.  Objective-specific "
-                           "convergence tolerances and method values may be assigned via "
+                           "Degradation suffixes .objabstol, .objreltol are handled "
+                           "differently for LP, see Gurobi documentation.\n\n"
+                           "The objectives must all be linear.\n\n"
+                           "Objective-specific "
+                           "tolerances and method values may be assigned via "
                            "keywords of the form obj_n_<name>, such as obj_1_method for the "
                            "first objective.");
 

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;