Large update for MathOptInterface v1.0 #2
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This is a large update for changes in MOI v1.0. It requires a local fork of MOI to work.
odow
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Jan 6, 2023
To be read in conjunction with jump-dev/MathOptInterface.jl#2070 A proof-of-concept solver and JuMP examples are available at jump-dev/MultiObjectiveAlgorithms.jl#2 The issue #2099 discussed two approaches for implementing MO in JuMP. 1. Treat multicriteria as a vector of scalar objectives and a vector of scalar senses. This would let someone write [Min, Max], [f(x), g(x)]. The main reason for this approach is that it matches what users want to do. 2. Treat multicriteria as an optimization problem with a vector-valued objective function. Users could write only Min, f(x) where f(x) is a vector. The main reason for this approach is that it matches what MathOptInterface wants. This PR implements option 2. The strongest reason in support of option 2 is that it requires very little code to implement, suggesting that it is a natural extension of MOI. The biggest downside is that it doesn't overcome the Min-Max issue; but I think we can work around this with user-facing cosmetic tooling in JuMP; solvers would be forced to accept a single sense.
Codecov Report
@@ Coverage Diff @@
## master #2 +/- ##
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+ Coverage 82.41% 87.50% +5.08%
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Files 3 2 -1
Lines 91 152 +61
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+ Hits 75 133 +58
- Misses 16 19 +3
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odow
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Jan 25, 2023
To be read in conjunction with jump-dev/MathOptInterface.jl#2070 A proof-of-concept solver and JuMP examples are available at jump-dev/MultiObjectiveAlgorithms.jl#2 The issue #2099 discussed two approaches for implementing MO in JuMP. 1. Treat multicriteria as a vector of scalar objectives and a vector of scalar senses. This would let someone write [Min, Max], [f(x), g(x)]. The main reason for this approach is that it matches what users want to do. 2. Treat multicriteria as an optimization problem with a vector-valued objective function. Users could write only Min, f(x) where f(x) is a vector. The main reason for this approach is that it matches what MathOptInterface wants. This PR implements option 2. The strongest reason in support of option 2 is that it requires very little code to implement, suggesting that it is a natural extension of MOI. The biggest downside is that it doesn't overcome the Min-Max issue; but I think we can work around this with user-facing cosmetic tooling in JuMP; solvers would be forced to accept a single sense.
odow
added a commit
to jump-dev/JuMP.jl
that referenced
this pull request
Feb 10, 2023
To be read in conjunction with jump-dev/MathOptInterface.jl#2070 A proof-of-concept solver and JuMP examples are available at jump-dev/MultiObjectiveAlgorithms.jl#2 The issue #2099 discussed two approaches for implementing MO in JuMP. 1. Treat multicriteria as a vector of scalar objectives and a vector of scalar senses. This would let someone write [Min, Max], [f(x), g(x)]. The main reason for this approach is that it matches what users want to do. 2. Treat multicriteria as an optimization problem with a vector-valued objective function. Users could write only Min, f(x) where f(x) is a vector. The main reason for this approach is that it matches what MathOptInterface wants. This PR implements option 2. The strongest reason in support of option 2 is that it requires very little code to implement, suggesting that it is a natural extension of MOI. The biggest downside is that it doesn't overcome the Min-Max issue; but I think we can work around this with user-facing cosmetic tooling in JuMP; solvers would be forced to accept a single sense.
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This is a large update for changes in MOI v1.0. It requires a local fork of MOI to work.