multiobj=2: test multi-QP #239

test/end2end/cases/categorized/fast/multi_obj/dietqobj_1000.mod

@@ -0,0 +1,33 @@
+## Test correct objective value postsolve in MP
+## See AutoLinking
+
+set MINREQ;   # nutrients with minimum requirements
+set MAXREQ;   # nutrients with maximum requirements
+
+set NUTR := MINREQ union MAXREQ;   # nutrients
+set FOOD;                          # foods
+set STORE;                         # stores
+
+param cost {STORE,FOOD} > 0;
+param f_min {FOOD} >= 0;
+param f_max {j in FOOD} >= f_min[j];
+
+param n_min {MINREQ} >= 0;
+param n_max {MAXREQ} >= 0;
+
+param amt {NUTR,FOOD} >= 0;
+
+var Buy {j in FOOD} >= f_min[j], <= f_max[j];
+
+minimize total_cost {s in STORE}:
+   sum {j in FOOD} -cost[s,j] * Buy[j]
+   + sum {j in FOOD} Uniform(0.01, 0.2) * Buy[j] * Buy[j]
+   + 1000;
+
+minimize total_number:  sum {j in FOOD} Buy[j];
+
+subject to diet_min {i in MINREQ}:
+   sum {j in FOOD} amt[i,j] * Buy[j] >= n_min[i];
+
+subject to diet_max {i in MAXREQ}:
+   sum {j in FOOD} amt[i,j] * Buy[j] <= n_max[i];

test/end2end/cases/categorized/fast/multi_obj/modellist.json

@@ -87,6 +87,19 @@
       "_sobj[4]": 32.84444444444445
     }
   },
+  {
+    "name" : "dietQobj_1000 multiobj=2",
+    "tags" : ["quadratic", "quadratic_obj", "multiobj"],
+    "files" : ["dietqobj_1000.mod", "dietobj.dat"],
+    "options": { "ANYSOLVER_options": "multiobj=2" },
+    "values": {
+      "total_cost[\"A&P\"]": 920.6492623659187,
+      "total_cost[\"JEWEL\"]": 914.6919717993438,
+      "total_cost[\"VONS\"]": 914.081415223036,
+      "total_number": 44.80888220421118,
+      "_sobj[4]": 44.80888220421118
+    }
+  },
   {
     "name" : "dietobj multiobj=1 obj:2:priority=10",
     "Comment": "Modify obj priority via an option",