Function testMultiObjective

check/TestCAPI.c:1911–2026

}

void testMultiObjective() {
  void* highs;
  highs = Highs_create();
  const double inf = Highs_getInfinity(highs);

  HighsInt num_col = 2;
  HighsInt num_row = 3;
  HighsInt num_nz = num_col * num_row;
  HighsInt a_format = kHighsMatrixFormatColwise;
  HighsInt sense = kHighsObjSenseMaximize;
  double offset = -1;
  double col_cost[2] = {1, 1};
  double col_lower[2] = {0, 0};
  double col_upper[2] = {inf, inf};
  double row_lower[3] = {-inf, -inf, -inf};
  double row_upper[3] = {18, 8, 14};
  HighsInt a_start[3] = {0, 3, 6};
  HighsInt a_index[6] = {0, 1, 2, 0, 1, 2};
  double a_value[6] = {3, 1, 1, 1, 1, 2};

  Highs_setBoolOptionValue(highs, "output_flag", dev_run);
  HighsInt return_status = Highs_passLp(
      highs, num_col, num_row, num_nz, a_format, sense, offset, col_cost,
      col_lower, col_upper, row_lower, row_upper, a_start, a_index, a_value);
  assert(return_status == kHighsStatusOk);

  return_status = Highs_clearLinearObjectives(highs);
  assert(return_status == kHighsStatusOk);

  double weight = -1;
  double linear_objective_offset = -1;
  double coefficients[2] = {1, 1};
  double abs_tolerance = 0;
  double rel_tolerance = 0;
  HighsInt priority = 10;
  return_status = Highs_addLinearObjective(
      highs, weight, linear_objective_offset, coefficients, abs_tolerance,
      rel_tolerance, priority);
  assert(return_status == kHighsStatusOk);

  weight = 1e-4;
  linear_objective_offset = 0;
  coefficients[0] = 1;
  coefficients[1] = 0;
  priority = 0;
  return_status = Highs_addLinearObjective(
      highs, weight, linear_objective_offset, coefficients, abs_tolerance,
      rel_tolerance, priority);
  assert(return_status == kHighsStatusOk);

  return_status = Highs_run(highs);
  assert(return_status == kHighsStatusOk);
  HighsInt model_status = Highs_getModelStatus(highs);
  assert(model_status == kHighsModelStatusOptimal);

  Highs_writeSolutionPretty(highs, "");
  double* col_value = (double*)malloc(sizeof(double) * num_col);
  return_status = Highs_getSolution(highs, col_value, NULL, NULL, NULL);