Multi-Objective Integer Programming with Gurobi and Python
Project description
Multi-Objective Integer Programming with Gurobi and Python
The optimisation software from Gurobi now supports multi-objective programming.
Since there are multiple objectives, there may be many solutions, each of which may optimise the objectives with a different set of priorities. Finding all such solutions can be algorithmically costly, so Gurobi’s solver only returns a single result.
However, due to the importance of such functionality, much research has been invested into finding better algorithms that can efficiently find all solutions.
This python package extends Gurobi’s multi-objective functionality by using the algorithm developed by (Ozlen et al., 2014). It provides a module that can be used in python programs, as well as a command line tool that can read multi-objective LP files.
Free software: MIT license
Installation
pip install moiptimiser
You can also install the in-development version with:
pip install https://github.com/bayan/python-moiptimiser/archive/master.zip
Documentation
Development
To run the all tests run:
tox
References
Ozlen, M., Burton, B.A., MacRae, C.A.G., 2014. Multi-Objective Integer Programming: An Improved Recursive Algorithm. J Optim Theory Appl 160, 470–482. https://doi.org/10.1007/s10957-013-0364-y
Changelog
0.0.0 (2020-05-13)
First release on PyPI.
Project details
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