obj:multi:weight: intuitive objective weights #240

glebbelov · glebbelov · commit 063687c807c9 · 2024-05-24T20:50:49.000+10:00
diff --git a/include/mp/backend-std.h b/include/mp/backend-std.h
@@ -116,7 +116,9 @@ class StdBackend :
   virtual void ObjPriorities(ArrayRef<int>)
   { MP_UNSUPPORTED("Backend::ObjPriorities"); }
   /// Placeholder: set objective weights.
-  /// Presolve the values if needed
+  /// Presolve the values if needed.
+  /// @note The weights are provided in the format common for many solver APIs,
+  /// corresponding to the legacy setting of the option obj:multi:weight.
   virtual void ObjWeights(ArrayRef<double>) { }
   /// Placeholder: set objective abs tol
   /// Presolve the values if needed
@@ -290,7 +292,7 @@ class StdBackend :
     if (multiobj() && multiobj_has_native()) {
       if (auto suf = ReadSuffix(suf_objpriority))
         ObjPriorities( suf );
-      if (auto suf = ReadSuffix(suf_objweight))
+      if (auto suf = GetMM().GetObjWeightsAdapted())
         ObjWeights( suf );
       if (auto suf = ReadSuffix(suf_objabstol))
         ObjAbsTol( suf );
@@ -957,7 +959,6 @@ class StdBackend :
   //////////////////////////////////////////////////////////////////////////////
 private:
   const SuffixDef<int> suf_objpriority = { "objpriority", suf::OBJ | suf::INPUT };
-  const SuffixDef<double> suf_objweight = { "objweight", suf::OBJ | suf::INPUT };
   const SuffixDef<double> suf_objabstol = { "objabstol", suf::OBJ | suf::INPUT };
   const SuffixDef<double> suf_objreltol = { "objreltol", suf::OBJ | suf::INPUT };
 
diff --git a/include/mp/converter-base.h b/include/mp/converter-base.h
@@ -38,6 +38,9 @@ class BasicConverter : public EnvKeeper {
   /// Process solve iteration solution
   virtual void ProcessIterationSolution(const Solution& , int status) = 0;
 
+  /// Objective weights
+  virtual ArrayRef<double> GetObjWeightsAdapted() = 0;
+
   /// Fill model traits
   virtual void FillModelTraits(AMPLS_ModelTraits& ) = 0;
 
diff --git a/include/mp/flat/converter.h b/include/mp/flat/converter.h
@@ -243,6 +243,9 @@ class FlatConverter :
       MPD( ProcessMOIterationPostsolvedSolution(sol, status) );
   }
 
+  /// Objective weights
+  ArrayRef<double> GetObjWeightsAdapted() { return MPD( GetMOWeightsLegacy() ); }
+
 
 protected:
   //////////////////////////// CUSTOM CONSTRAINTS CONVERSION ////////////////////////////
diff --git a/include/mp/flat/converter_multiobj.h b/include/mp/flat/converter_multiobj.h
@@ -108,8 +108,11 @@ class MOManager {
     ///////////////// Read / set default suffixes ///////////////////
     std::vector<double> objpr = MPD( ReadDblSuffix( {"objpriority", suf::OBJ} ) );
     objpr.resize(obj_orig.size(), 0.0);               // blend objectives by default
-    std::vector<double> objwgt = MPD( ReadDblSuffix( {"objweight", suf::OBJ} ) );
-    objwgt.resize(obj_orig.size(), 1.0);
+    std::vector<double> objwgt = MPD( GetMOWeightsLegacy() );
+    if (objwgt.empty()) {
+      objwgt.resize(obj_orig.size(), 1.0);            // Default "intuitive" weights
+      FlipDiffSenseSigns(objwgt);                     // We handle "legacy" format below
+    }
     std::vector<double> objtola = MPD( ReadDblSuffix( {"objabstol", suf::OBJ} ) );
     objtola.resize(obj_orig.size(), 0.0);
     std::vector<double> objtolr = MPD( ReadDblSuffix( {"objreltol", suf::OBJ} ) );
@@ -124,6 +127,7 @@ class MOManager {
     for (const auto& pr_level: pr_map) {
       const auto& i0_vec = pr_level.second;
       obj_new_.push_back(obj_orig.at(i0_vec.front()));
+      obj_new_.back().set_sense(obj_orig.front().obj_sense());      // "Legacy" obj:multi:weight
       obj_new_.back().GetLinTerms() *= objwgt.at(i0_vec.front());   // Use weight
       obj_new_.back().GetQPTerms() *= objwgt.at(i0_vec.front());
       obj_new_tola_.push_back(objtola.at(i0_vec.front()));
@@ -210,6 +214,21 @@ class MOManager {
     MPD( SetObjectiveTo( MPD(GetModelAPI()), 0, obj_new_[i_current_obj_]) );
   }
 
+  ArrayRef<double> GetMOWeightsLegacy() {
+    std::vector<double> objw = MPD( ReadDblSuffix( {"objweight", suf::OBJ} ) );
+    if (objw.size() && 2==MPD( GetEnv() ).multiobj_weight()) {   // user wants "intuitive"
+      FlipDiffSenseSigns(objw);            // Backend / Emulator want "legacy"
+    }
+    return objw;
+  }
+
+  /// Convert between the options of obj:multi:weight
+  void FlipDiffSenseSigns(std::vector<double>& objw) {
+    const auto& obj = MPD( get_objectives() );
+    for (auto i=obj.size(); --i; )             // forall i>1
+      if (obj[i].obj_sense() != obj.front().obj_sense())
+        objw[i] = -objw[i];
+  }
 
 private:
   MOManagerStatus status_ {MOManagerStatus::NOT_SET};
diff --git a/include/mp/flat/obj_std.h b/include/mp/flat/obj_std.h
@@ -26,6 +26,8 @@ class LinearObjective {
     name_(std::move(nm)){ }
   /// Get sense
   obj::Type obj_sense() const { return sense_; }
+  /// Set sense
+  void set_sense(obj::Type s) { sense_ = s; }
   /// Get lin terms, const
   const LinTerms& GetLinTerms() const { return lt_; }
   /// Get lin terms
diff --git a/include/mp/flat/problem_flattener.h b/include/mp/flat/problem_flattener.h
@@ -134,6 +134,10 @@ class ProblemFlattener :
   void ProcessIterationSolution(const Solution& sol, int status) override
   { GetFlatCvt().ProcessSolveIterationSolution(sol, status); }
 
+  /// Objective weights
+  ArrayRef<double> GetObjWeightsAdapted() override
+  { return GetFlatCvt().GetObjWeightsAdapted(); }
+
 
   /// Fill model traits
   void FillModelTraits(AMPLS_ModelTraits& mt) override {
diff --git a/include/mp/model-mgr-base.h b/include/mp/model-mgr-base.h
@@ -76,6 +76,9 @@ class BasicModelManager {
   /// Process solve iteration solution
   virtual void ProcessIterationSolution(const Solution& , int status) = 0;
 
+  /// Objective weights in the 'legacy' format of the obj:multi:weight option
+  virtual ArrayRef<double> GetObjWeightsAdapted() = 0;
+
   /// Integrality flags of the variables in the original instance.
   /// Used for solution rounding
   virtual const std::vector<bool>& IsVarInt() const = 0;
diff --git a/include/mp/model-mgr-with-pb.h b/include/mp/model-mgr-with-pb.h
@@ -294,6 +294,10 @@ class ModelManagerWithProblemBuilder :
   void ProcessIterationSolution(const Solution& sol, int status) override
   { GetCvt().ProcessIterationSolution(sol, status); }
 
+  /// Objective weights
+  ArrayRef<double> GetObjWeightsAdapted() override
+  { return GetCvt().GetObjWeightsAdapted(); }
+
 
   const std::vector<bool>& IsVarInt() const override {
     return GetModel().IsVarInt();
diff --git a/include/mp/solver-base.h b/include/mp/solver-base.h
@@ -318,6 +318,9 @@ class BasicSolver : private ErrorHandler,
   /// Whether the solver natively supports multiobj
   bool multiobj_has_native() const { return multiobj_has_native_; }
 
+  /// Option obj:multi:weight
+  int multiobj_weight() const { return multiobj_weight_; }
+
   /// >0 if the timing is enabled
   int timing() const { return timing_; }
 
@@ -611,6 +614,7 @@ class BasicSolver : private ErrorHandler,
 
   bool multiobj_ {false};
   bool multiobj_has_native_ {false};
+  int multiobj_weight_ {2};
 
   bool has_errors_ {false};
   OutputHandler *output_handler_ {this};
diff --git a/solvers/visitor/visitorbackend.h b/solvers/visitor/visitorbackend.h
@@ -54,7 +54,9 @@ class VisitorBackend :
   /////////////// OPTIONAL STANDARD FEATURES /////////////////
   ////////////////////////////////////////////////////////////
   // Use this section to declare and implement some standard features
-  // that may or may not need additional functions. 
+  // that may or may not need additional functions.
+  // For a full list of features possible,
+  // grep "STD_FEATURE".
   USING_STD_FEATURES;
 
   /**
diff --git a/src/solver.cc b/src/solver.cc
@@ -652,10 +652,27 @@ void BasicSolver::InitMetaInfoAndOptions(
                                        ".objpriority, .objweight, .objreltol, and .objabstol on the "
                                        "objectives are relevant.  Objectives with greater .objpriority "
                                        "values (integer values) have higher priority.  Objectives with "
-                                       "the same .objpriority are weighted by .objweight.  Objectives "
+                                       "the same .objpriority are weighted by .objweight, "
+                                       "according to the option obj:multi:weight.\n"
+                                       "\n"
+                                       "Objectives "
                                        "with positive .objabstol or .objreltol are allowed to be "
                                        "degraded by lower priority objectives by amounts not exceeding "
-                                       "the .objabstol (absolute) and .objreltol (relative) limits. "                                       )));
+                                       "the .objabstol (absolute) and .objreltol (relative) limits. ")));
+
+    static const mp::OptionValueInfo values_multiobjweight_[] = {
+        { "1", "relative to the sense of the 1st objective", 1},
+        { "2", "relative to its own sense (default)", 2}
+    };
+    AddStoredOption("obj:multi:weight multiobjweight obj:multi:weights multiobjweights",
+                                       "How to interpret each objective's weight sign:\n"
+                    "\n.. value-table::\n\n"
+                    "With the 1st option (legacy behaviour), negative .objweight "
+                    "for objective i would make "
+                    "objective i's sense the opposite of the model's 1st objective. "
+                    "Otherwise, it would make objective i's sense the opposite to its sense "
+                    "defined in the model.",
+                    multiobj_weight_, values_multiobjweight_);
   }
 
   AddIntOption("tech:timing timing tech:report_times report_times",
diff --git a/test/end2end/cases/categorized/fast/multi_obj/modellist.json b/test/end2end/cases/categorized/fast/multi_obj/modellist.json
@@ -85,6 +85,18 @@
     "name" : "obj_suf_01 multiobj=1",
     "tags" : ["linear", "continuous", "multiobj"],
     "options": { "ANYSOLVER_options": "multiobj=1" },
+    "values": {
+      "x": 1,
+      "y": 0,
+      "z": 0,
+      "_sobj[1]": 1,
+      "_sobj[2]": 0
+    }
+  },
+  {
+    "name" : "obj_suf_01 multiobj=1 obj:multi:weight=1",
+    "tags" : ["linear", "continuous", "multiobj"],
+    "options": { "ANYSOLVER_options": "multiobj=1 obj:multi:weight=1" },
     "values": {
       "x": 0,
       "y": 1,

Original file line number	Diff line number	Diff line change
`@@ -243,6 +243,9 @@ class FlatConverter :`
`243`	`243`	`MPD( ProcessMOIterationPostsolvedSolution(sol, status) );`
`244`	`244`	`}`
`245`	`245`
	`246`	`+ /// Objective weights`
	`247`	`+ ArrayRef<double> GetObjWeightsAdapted() { return MPD( GetMOWeightsLegacy() ); }`
	`248`	`+`
`246`	`249`
`247`	`250`	`protected:`
`248`	`251`	`//////////////////////////// CUSTOM CONSTRAINTS CONVERSION ////////////////////////////`