I am working on MILP problem based on 'ucp-panda' example case. I hope to use set_multi_objective to generate Pareto frontier with interation. However, when I am using different weights,
For example
expr = [mdl.cost, mdl.co2]
weights = [0.1, 0.9]
mdl.set_multi_objective('min', exprs, weights)
TypeError as:
TypeError: in method 'CPXXmultiobjsetobj', argument 9 of type 'CPXDIM'
My question is:
What should be the bound of weights number, according to weighting sum method, sum of weights should equal to 1 as what I set above.