Function highs_weighted

examples/multi_objective.py:102–123

(h, X)

#
# built-in weighted multi-objective optimization
def highs_weighted(h, X):
    print('## Built-in Weighted:\n')
    h.setOptionValue('blend_multi_objectives', True) # use weighted

    for k in range(OBJECTIVES):
        obj = HighsLinearObjective()
        obj.coefficients = profit[k,:].tolist()
        obj.weight = -1.0/(k+1)

        h.addLinearObjective(obj)

    h.solve()
    print(f'  SOL: [{"".join(map(lambda x: "{:1.0f}".format(x), abs(h.vals(X))))}]')
    print(f'  OBJ: {pretty_print(np.dot(profit, h.vals(X)))}\n')

    print(f'  Number of objectives: {h.getNumLinearObjectives()}')
    for k in range(h.getNumLinearObjectives()):
        obj = h.getLinearObjective(k)
        print(f'  Obj {k+1}: weight={obj.weight}, priority={obj.priority}, abs_tol={obj.abs_tolerance}, rel_tol={obj.rel_tolerance}')
    print('\n')

    h.clearLinearObjectives()


if __name__ == "__main__":