moiptimiser 0.0.3

Multi-Objective Integer Programming with Gurobi and Python

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 algorithms developed by (Ozlen et al., 2014) and (Tamby & Vanderpooten, 2020). 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

https://python-moiptimiser.readthedocs.io/

Development

Install python libraries:

pip install cmake dlib gurobipy tox twine wheel bumpversion

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

Tamby, S., & Vanderpooten, D. (2020). Enumeration of the Nondominated Set of Multiobjective Discrete Optimization Problems. INFORMS Journal on Computing, 33(1), 72–85. https://doi.org/10.1287/ijoc.2020.0953

Changelog

0.0.0 (2020-05-13)

• First release on PyPI.