Documentation


Model.cbStopOneMultiObj()

cbStopOneMultiObj ( objcnt )

Interrupt the optimization process of one of the optimization steps in a multi-objective MIP problem without stopping the hierarchical optimization process. Only available for multi-objective MIP models and when the where member variable is not equal to GRB.Callback.MULTIOBJ (see the Callback Codes section for more information).

You would typically stop a multi-objective optimization step by querying the last finished number of multi-objectives steps, and using that number to stop the current step and move on to the next hierarchical objective (if any) as shown in the following example:

Example usage:

import time

def mycallback(model, where):
  if where == GRB.Callback.MULTIOBJ:
    # get current objective number
    model._objcnt = model.cbGet(GRB.Callback.MULTIOBJ_OBJCNT)

    # reset start time to current time
    model._starttime = time.time()

  # See if we want to stop current multiobjective step
  else if time.time() - model._starttime > BIG or
          solution is good enough:
    # stop only this optimization step
    cbStopOneMultiObj(model._objcnt)

model._objcnt = 0
model._starttime = time.time()
model.optimize(mycallback)

You should refer to the section on Multiple Objectives for information on how to specify multiple objective functions and control the trade-off between them.

Arguments:

objnum: The number of the multi-objective optimization step to interrupt. For processes running locally, this argument can have the special value -1, meaning to stop the current step.