MO emulator with NL objective #237 #239

ampl · Nov 8, 2024 · 502e5a9 · 502e5a9
1 parent f33821f
commit 502e5a9
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Showing 6 changed files with 49 additions and 6 deletions.
diff --git a/include/mp/flat/converter_model.h b/include/mp/flat/converter_model.h
@@ -437,9 +437,10 @@ class FlatModel
   template <class Backend>
   void SetObjectiveTo(
       Backend& backend, int i, const QuadraticObjective& obj) const {
-    if (obj.HasExpr())
+    if (obj.HasExpr()) {
+      assert(obj.GetQPTerms().empty());     // not mixing qudratics and expr
       backend.SetNLObjective(i, obj);
-    else if (obj.GetQPTerms().size())
+    } else if (obj.GetQPTerms().size())
       backend.SetQuadraticObjective(i, obj);
     else
       backend.SetLinearObjective(i, obj);

diff --git a/include/mp/flat/converter_multiobj.h b/include/mp/flat/converter_multiobj.h
@@ -9,6 +9,7 @@
 #include "mp/valcvt-base.h"
 #include "mp/error.h"
 #include "mp/flat/obj_std.h"
+#include "mp/flat/nl_expr/constr_nl.h"
 
 namespace mp {
 
@@ -216,7 +217,17 @@ class MOManager {
     auto diff = std::max(                 // Apply degradation tolerance
         obj_new_tola_[i_current_obj_-1], std::fabs(lim) * obj_new_tolr_[i_current_obj_-1]);
     lim += diff * (obj::MAX==obj_last.obj_sense() ? -1.0 : 1.0);
-    if (obj_last.GetQPTerms().size()) {
+    if (obj_last.HasExpr()) {
+      assert(obj_last.GetQPTerms().empty());   // not mixing QP and expression term
+      if (obj::MAX == obj_last.obj_sense())
+        MPD( AddConstraint(
+            NLConstraint{ obj_last.GetLinTerms(), obj_last.ExprIndex(),
+                         { lim, MPCD(Inf()) } } ) );
+      else
+        MPD( AddConstraint(
+            NLConstraint{ obj_last.GetLinTerms(), obj_last.ExprIndex(),
+                         { MPCD(MinusInf()), lim } } ) );
+    } else    if (obj_last.GetQPTerms().size()) {
       if (obj::MAX == obj_last.obj_sense())
         MPD( AddConstraint(
 						QuadConGE{ { obj_last.GetLinTerms(), obj_last.GetQPTerms() }, lim } ) );

diff --git a/include/mp/flat/obj_std.h b/include/mp/flat/obj_std.h
@@ -80,7 +80,9 @@ class NLObjective : public LinearObjective {
 };
 
 
-/// Quadratic objective
+/// Quadratic objective.
+/// @note Should have no expression
+///   but we check HasExpr() to see if it is an NLObjective really
 class QuadraticObjective : public NLObjective {
   QuadTerms qt_;
 public:

diff --git a/solvers/baronmp/baronmpcommon.cc b/solvers/baronmp/baronmpcommon.cc
@@ -144,7 +144,8 @@ int BaronmpCommon::run(const std::vector<std::string>& args) {
     exec_args.push_back(nullptr);  // Null-terminate the argument list
 
     if (execve(cmd_path.c_str(), exec_args.data(), environ) == -1) {
-      fmt::print(stderr, "execve failed: {}\n", strerror(errno));
+      fmt::print(stderr, "execve({}, ..., ...) failed: {}\n",
+                 cmd_path.c_str(), strerror(errno));
       exit(EXIT_FAILURE);
     }
   }

diff --git a/test/end2end/cases/categorized/fast/multi_obj/modellist.json b/test/end2end/cases/categorized/fast/multi_obj/modellist.json
@@ -292,5 +292,15 @@
       "ANYSOLVER_options": "obj:no=2"
     },
     "objective": 4.3333333333333333333
-  }
+  },
+  {
+    "name" : "obj_expr_01 obj:multi=2",
+    "tags" : ["linear", "integer", "multiobj"],
+    "options": {
+      "ANYSOLVER_options": "obj:multi=2 cvt:bigm=1e6"
+    },
+    "values": {
+      "_sobj[1]": 71.42954735,
+      "_sobj[2]": 218.1608589
+    }  }
 ]
diff --git a/test/end2end/cases/categorized/fast/multi_obj/obj_expr_01.mod b/test/end2end/cases/categorized/fast/multi_obj/obj_expr_01.mod
@@ -0,0 +1,18 @@
+## Nonlinear expressions in objectives
+
+var x {1..3} >=-30 <=54;
+
+s.t. X1LB: x[1] >=34;
+s.t. X2LB: x[2] >= 2;
+
+s.t. ConL1L: x[1] + 2*x[2] <= 137;
+
+s.t. ConNL1: x[1] + x[3] - x[2]^1.5 >= -17;
+
+suffix objpriority;          ## To enable lexicographic optimization
+
+maximize Obj1: -0.55*x[1] + 4*x[2] + log(abs(x[3] / x[2]) + 0.5)
+   suffix objpriority 2;
+
+minimize Obj4: 5*x[2] + x[3] + x[2]^1.24
+   suffix objpriority 1;