ObjNAbsTol

Type: double
Modifiable: Yes

This attribute is used to set the allowable degradation for objective <span>$</span>n<span>$</span> when doing hierarchical multi-objective optimization. You set <span>$</span>n<span>$</span> using the ObjNumber parameter.

Hierarchical multi-objective MIP optimization will optimize for the different objectives in the model one at a time, in priority order. If it achieves objective value <span>$</span>z<span>$</span> when it optimizes for this objective, then subsequent steps are allowed to degrade this value by at most ObjNAbsTol.

Objective degradations are handled differently for multi-objective LP models. For LP models, solution quality for higher-priority objectives is maintained by fixing some variables to their values in previous optimal solutions. These fixings are decided using variable reduced costs. The value of the ObjNAbsTol parameter indicates the amount by which a fixed variable's reduced cost is allowed to violate dual feasibility. The value of the related ObjNRelTol attribute is ignored.

The default absolute tolerance for an objective is 1e-6.

The number of objectives in the model can be queried (or modified) using the NumObj attribute.

Please refer to the discussion of Multiple Objectives for more information on the use of alternative objectives.

For examples of how to query or modify attributes, refer to our Attribute Examples.