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DNMY: Add support for vector-valued objective functions #968

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@odow odow commented Dec 5, 2019

This is a DNMY branch for some work I'm doing with multi-criteria solvers.

See jump-dev/JuMP.jl#2099 for the full story.

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Codecov Report

Merging #968 into master will increase coverage by 0.01%.
The diff coverage is 100%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #968      +/-   ##
==========================================
+ Coverage   95.17%   95.18%   +0.01%     
==========================================
  Files          86       86              
  Lines        9205     9205              
==========================================
+ Hits         8761     8762       +1     
+ Misses        444      443       -1
Impacted Files Coverage Δ
src/Utilities/model.jl 94.97% <ø> (ø) ⬆️
src/attributes.jl 85.45% <100%> (ø) ⬆️
src/Utilities/functions.jl 94.12% <0%> (+0.16%) ⬆️

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odow commented Dec 15, 2020

Closing as stale. We can revisit this when it's time to make a push for proper multi-objective support.

@odow odow closed this Dec 15, 2020
@odow odow deleted the od/multi-objective branch December 15, 2020 00:40
odow added a commit that referenced this pull request Jan 6, 2023
This is a re-hash of #968

The last PR lost steam because of the discussion in jump-dev/JuMP.jl#2099

My sense is that this is still the right API approach at the MOI-level, but
that it's the wrong approach at the JuMP level. I'm working on a PR to JuMP,
so let's hold off comments until things are working fully and we can discuss
the full API, rather than the pros and cons of treating multi-criteria as
vector optimization.

I have a proof-of-concept solver at https://github.com/odow/MOO.jl
and I'll also update Gurobi.jl to support the new API.
odow added a commit that referenced this pull request Jan 13, 2023
This is a re-hash of #968

The last PR lost steam because of the discussion in jump-dev/JuMP.jl#2099

My sense is that this is still the right API approach at the MOI-level, but
that it's the wrong approach at the JuMP level. I'm working on a PR to JuMP,
so let's hold off comments until things are working fully and we can discuss
the full API, rather than the pros and cons of treating multi-criteria as
vector optimization.

I have a proof-of-concept solver at https://github.com/odow/MOO.jl
and I'll also update Gurobi.jl to support the new API.
odow added a commit that referenced this pull request Jan 25, 2023
This is a re-hash of #968

The last PR lost steam because of the discussion in jump-dev/JuMP.jl#2099

My sense is that this is still the right API approach at the MOI-level, but
that it's the wrong approach at the JuMP level. I'm working on a PR to JuMP,
so let's hold off comments until things are working fully and we can discuss
the full API, rather than the pros and cons of treating multi-criteria as
vector optimization.

I have a proof-of-concept solver at https://github.com/odow/MOO.jl
and I'll also update Gurobi.jl to support the new API.
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