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terryweng03terryweng03
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Merge pull request #52 from COPT-Public/multi_objective_dev
add multi-objective support
2 parents 31a2e1b + edfceeb commit eeb7bb6

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‎src/COPT.jl‎

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@@ -102,6 +102,7 @@ end
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include("MOI/MOI_wrapper.jl")
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include("MOI/indicator_constraint.jl")
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include("MOI/callback.jl")
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include("MOI/multi_objective.jl")
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# COPT exports all `COPT_xxx` and `copt_xxx` symbols. If you don't want all of
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# these symbols in your environment, then use `import COPT` instead of

‎src/MOI/MOI_wrapper.jl‎

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@@ -32,6 +32,7 @@ include("dual_exp_cone_bridge.jl")
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_SCALAR_AFFINE,
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_SCALAR_QUADRATIC,
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_UNSET_OBJECTIVE,
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_VECTOR_AFFINE
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)
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@enum(
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function MOI.get(model::Optimizer, attr::MOI.ObjectiveValue)
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_throw_if_optimize_in_progress(model, attr)
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MOI.check_result_index_bounds(model, attr)
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N = MOI.get(model, NumberOfObjectives())
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if N > 1
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return [MOI.get(model, MultiObjectiveValue(i)) for i in 1:N]
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end
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return _copt_get_dbl_attr(
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model,
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model.solved_as_mip ? "BestObj" : "LpObjval",
@@ -3663,6 +3668,8 @@ function MOI.get(model::Optimizer, ::MOI.ObjectiveFunctionType)
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return MOI.VariableIndex
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elseif model.objective_type == _SCALAR_AFFINE
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return MOI.ScalarAffineFunction{Float64}
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elseif model.objective_type == _VECTOR_AFFINE
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return MOI.VectorAffineFunction{Float64}
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else
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@assert model.objective_type == _SCALAR_QUADRATIC
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return MOI.ScalarQuadraticFunction{Float64}

‎src/MOI/multi_objective.jl‎

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# Copyright (c) 2015: Joey Huchette and contributors
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# Copyright (c) 2025: COPT-Public
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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function _copt_get_int_attr_multi_obj(model::Optimizer, index::Int, name::String)
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p_value = Ref{Cint}()
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ret = COPT_MultiObjGetIntAttr(model.prob, Cint(index - 1), name, p_value)
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_check_ret(model, ret)
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return p_value[]
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end
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function _copt_get_dbl_attr_multi_obj(model::Optimizer, index::Int, name::String)
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p_value = Ref{Cdouble}()
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ret = COPT_MultiObjGetDblAttr(model.prob, Cint(index - 1), name, p_value)
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_check_ret(model, ret)
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return p_value[]
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end
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# ==============================================================================
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# objective function
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# ==============================================================================
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struct MultiObjectiveFunction <: MOI.AbstractModelAttribute
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index::Int
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end
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function MOI.set(
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model::Optimizer,
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attr::MultiObjectiveFunction,
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f::MOI.ScalarAffineFunction,
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)
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num_vars = length(model.variable_info)
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obj = zeros(Float64, num_vars)
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for term in f.terms
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col = column(model, term.variable)
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obj[col] += term.coefficient
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end
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ret = COPT_MultiObjSetColObj(model.prob, Cint(attr.index - 1), num_vars, C_NULL, obj)
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_check_ret(model, ret)
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ret = COPT_MultiObjSetObjConst(model.prob, Cint(attr.index - 1), f.constant)
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_check_ret(model, ret)
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return
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end
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function _zero_multiobjective(model::Optimizer, attr::MultiObjectiveFunction)
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num_vars = length(model.variable_info)
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# COPT returns an error when calling COPT_SetColObj() with no columns.
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if num_vars > 0
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obj = zeros(Float64, num_vars)
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ret = COPT_MultiObjSetColObj(model.prob, Cint(attr.index - 1), num_vars, C_NULL, obj)
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_check_ret(model, ret)
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end
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ret = COPT_MultiObjSetObjConst(model.prob, Cint(attr.index - 1), f.constant)
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_check_ret(model, ret)
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return
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end
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function MOI.set(model::Optimizer, attr::MultiObjectiveFunction, ::MOI.ObjectiveSense, sense::MOI.OptimizationSense)
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ret = if sense == MOI.MIN_SENSE
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COPT_MultiObjSetObjSense(model.prob, Cint(attr.index - 1), COPT_MINIMIZE)
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elseif sense == MOI.MAX_SENSE
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COPT_MultiObjSetObjSense(model.prob, Cint(attr.index - 1), COPT_MAXIMIZE)
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else
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@assert sense == MOI.FEASIBILITY_SENSE
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_zero_multiobjective(model, attr)
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COPT_SetObjSense(model.prob, COPT_MINIMIZE)
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end
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_check_ret(model, ret)
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return
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end
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function MOI.get(model::Optimizer, attr::MultiObjectiveFunction, ::MOI.ObjectiveSense)
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objective_sense = _copt_get_int_attr_multi_obj(model, attr.index, "ObjSense")
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if objective_sense == COPT_MINIMIZE
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return MOI.MIN_SENSE
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else
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return MOI.MAX_SENSE
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end
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end
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function MOI.supports(
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model::Optimizer,
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::MOI.ObjectiveFunction{MOI.VectorAffineFunction{Float64}},
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)
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return true
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end
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function MOI.set(
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model::Optimizer,
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::MOI.ObjectiveFunction{F},
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f::F,
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) where {F<:MOI.VectorAffineFunction{Float64}}
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for (i, fi) in enumerate(MOI.Utilities.eachscalar(f))
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MOI.set(model, MultiObjectiveFunction(i), fi)
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end
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model.objective_type = _VECTOR_AFFINE
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return
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end
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function _get_multiobj_linear_part(model::Optimizer, index::Int)
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num_col = length(model.variable_info)
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values = Array{Cdouble}(undef, num_col)
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ret = COPT_MultiObjGetColObj(model.prob, Cint(index - 1), num_col, C_NULL, values)
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_check_ret(model, ret)
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return values
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end
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function MOI.get(
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model::Optimizer,
112+
::MOI.ObjectiveFunction{MOI.VectorAffineFunction{Float64}},
113+
)
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F = MOI.ScalarAffineFunction{Float64}
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f = F[]
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for i in 1:MOI.get(model, NumberOfObjectives())
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coefficients = _get_multiobj_linear_part(model, i)
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terms = MOI.ScalarAffineTerm{Float64}[]
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for (index, info) in model.variable_info
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coefficient = coefficients[info.column]
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if !iszero(coefficient)
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push!(terms, MOI.ScalarAffineTerm(coefficient, index))
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end
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end
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constant = _copt_get_dbl_attr_multi_obj(model, i, "ObjConst")
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cur_obj = MOI.ScalarAffineFunction(terms, constant[])
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push!(f, cur_obj)
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end
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return MOI.Utilities.operate(vcat, Float64, f...)
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end
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# ==============================================================================
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# model-related parameters and attributes
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# ==============================================================================
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struct NumberOfObjectives <: MOI.AbstractModelAttribute end
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function MOI.get(model::Optimizer, ::NumberOfObjectives)
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return _copt_get_int_attr(model, "MultiObjs")
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end
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struct MultiObjTimeLimit <: MOI.AbstractModelAttribute end
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function MOI.set(model::Optimizer, ::MultiObjTimeLimit, value::Real)
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MOI.set(model, MOI.RawOptimizerAttribute("MultiObjTimeLimit"), value)
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return
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end
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function MOI.get(model::Optimizer, ::MultiObjTimeLimit)
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return MOI.get(model, MOI.RawOptimizerAttribute("MultiObjTimeLimit"))
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end
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struct MultiObjParamMode <: MOI.AbstractModelAttribute end
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function MOI.set(model::Optimizer, ::MultiObjParamMode, value::Int)
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MOI.set(model, MOI.RawOptimizerAttribute("MultiObjParamMode"), value)
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return
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end
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function MOI.get(model::Optimizer, ::MultiObjParamMode)
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return MOI.get(model, MOI.RawOptimizerAttribute("MultiObjParamMode"))
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end
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# ==============================================================================
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# objective-related parameters
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# ==============================================================================
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struct MultiObjectiveParams <: MOI.AbstractModelAttribute
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index::Int
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name::String
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end
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function MOI.set(model::Optimizer, attr::MultiObjectiveParams, value)
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if (attr.name == COPT_MULTIOBJ_PRIORITY || attr.name == COPT_MULTIOBJ_WEIGHT ||
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attr.name == COPT_MULTIOBJ_ABSTOL || attr.name == COPT_MULTIOBJ_RELTOL)
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ret = COPT_MultiObjSetObjParam(model.prob, Cint(attr.index - 1), attr.name, value)
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_check_ret(model, ret)
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return
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end
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param_type = _search_param_attr(model, attr.name)
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if param_type == 0
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ret = COPT_MultiObjSetDblParam(model.prob, Cint(attr.index - 1), attr.name, value)
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_check_ret(model, ret)
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elseif param_type == 1
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ret = COPT_MultiObjSetIntParam(model.prob, Cint(attr.index - 1), attr.name, value)
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_check_ret(model, ret)
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else
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throw(MOI.UnsupportedAttribute(attr.name))
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end
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return
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end
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function MOI.get(model::Optimizer, attr::MultiObjectiveParams)
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if (attr.name == COPT_MULTIOBJ_PRIORITY || attr.name == COPT_MULTIOBJ_WEIGHT ||
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attr.name == COPT_MULTIOBJ_ABSTOL || attr.name == COPT_MULTIOBJ_RELTOL)
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p_value = Ref{Cdouble}()
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ret = COPT_MultiObjGetObjParam(model.prob, Cint(attr.index - 1), attr.name, p_value)
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_check_ret(model, ret)
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return p_value[]
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end
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param_type = _search_param_attr(model, attr.name)
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if param_type == 0
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p_value = Ref{Cdouble}()
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ret = COPT_MultiObjGetDblParam(model.prob, Cint(attr.index - 1), attr.name, p_value)
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_check_ret(model, ret)
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return p_value[]
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elseif param_type == 1
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p_value = Ref{Cint}()
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ret = COPT_MultiObjGetIntParam(model.prob, Cint(attr.index - 1), attr.name, p_value)
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_check_ret(model, ret)
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return p_value[]
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else
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throw(MOI.UnsupportedAttribute(attr.name))
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end
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end
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struct MultiObjectivePriority <: MOI.AbstractModelAttribute
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index::Int
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end
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function MOI.set(model::Optimizer, attr::MultiObjectivePriority, value::Real)
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MOI.set(model, MultiObjectiveParams(attr.index, "MultiObjPriority"), value)
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return
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end
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function MOI.get(model::Optimizer, attr::MultiObjectivePriority)
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return MOI.get(model, MultiObjectiveParams(attr.index, "MultiObjPriority"))
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end
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struct MultiObjectiveWeight <: MOI.AbstractModelAttribute
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index::Int
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end
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function MOI.set(model::Optimizer, attr::MultiObjectiveWeight, weight::Real)
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MOI.set(model, MultiObjectiveParams(attr.index, "MultiObjWeight"), weight)
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return
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end
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function MOI.get(model::Optimizer, attr::MultiObjectiveWeight)
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return MOI.get(model, MultiObjectiveParams(attr.index, "MultiObjWeight"))
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end
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struct MultiObjectiveAbsTol <: MOI.AbstractModelAttribute
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index::Int
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end
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function MOI.set(model::Optimizer, attr::MultiObjectiveAbsTol, weight::Real)
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MOI.set(model, MultiObjectiveParams(attr.index, "MultiObjAbsTol"), weight)
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return
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end
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function MOI.get(model::Optimizer, attr::MultiObjectiveAbsTol)
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return MOI.get(model, MultiObjectiveParams(attr.index, "MultiObjAbsTol"))
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end
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struct MultiObjectiveRelTol <: MOI.AbstractModelAttribute
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index::Int
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end
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function MOI.set(model::Optimizer, attr::MultiObjectiveRelTol, weight::Real)
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MOI.set(model, MultiObjectiveParams(attr.index, "MultiObjRelTol"), weight)
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return
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end
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function MOI.get(model::Optimizer, attr::MultiObjectiveRelTol)
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return MOI.get(model, MultiObjectiveParams(attr.index, "MultiObjRelTol"))
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end
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# ==============================================================================
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# objective-related attributes
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# ==============================================================================
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struct MultiObjectiveValue <: MOI.AbstractModelAttribute
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index::Int
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end
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function MOI.get(model::Optimizer, attr::MultiObjectiveValue)
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return _copt_get_dbl_attr_multi_obj(model, attr.index, model.solved_as_mip ? "BestObj" : "LpObjval")
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end

‎test/MathOptInterface/MOI_wrapper.jl‎

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@@ -74,6 +74,10 @@ function test_runtests()
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# New tests for function modifcation, https://github.com/jump-dev/MathOptInterface.jl/pull/2328
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"test_basic_VectorAffineFunction_Indicator_LessThan",
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"test_basic_VectorAffineFunction_Indicator_GreaterThan",
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# COPT does not support delete variables in multi-objective Optimization
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"test_multiobjective_vector_affine_function_delete",
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"test_multiobjective_vector_quadratic_function_delete",
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"test_multiobjective_vector_of_variables_delete"
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],
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)
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return

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