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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.

0 Answers0