Originally posted by: Nodame

I am attempting to solve an optimization problem in two stages (for simplicity and visibility).

First I solve a Problem:

Min Objective1

s.t. set of Constraints1

From there, I want to extract part of the solution  and use it for my second Problem:

Min Objective2

s.t. set of Constraints2

I thought I could just call cplex.Solve(), then extract the solution by using cplex.GetValue(), then again, set up a second Objective, and a second set of constraints, then call cplex.Solve() a second time... But apparently, it is not possible because I am getting the Error:

"Exception of type 'ILOG.CPLEX.MultipleObjectiveException' was thrown."

How can I handle this problem? Is there a way to make the solver  'forget' the previous Objective and/or the Previous constraints before I call cplex.Solve() for a second time?

Note: I am calling cplex from C#.

Originally posted by: Ibrahim_Capar

This is how I would do it.

I would have two void functions and some global variables to do the task. A brief pseudocode is below:

Define Global_Input_Variables;
Define Global_Intermediate_Variables;

void Read_Data();
void Define_dimension_of_intermediate_variables();
void First_Optimization();
void Second_Optimization();
void Print_out_Results();


int main(){

Read_Data();  // Import all data.

Define_dimension_of_intermediate_variables(); 
      //Define all intermediate variables depending on input variables
      //You may need to have two set of variables if you want to iterate models
      //You may need to overload imported data to intermedite variables if you need to iterate


for (int counter=0; counter < Number_of_Iteration; counter++) //in case you need to iterate
{
    First_Optimization();
    Second_Optimization();    
}
    
Print_out_Results();

}

void First_Optimization(){
    //Set the model
    //Minimize Objective 1
    //Solve the model
    //Export results to intermediate variables
    //IMPORTANT: End the model. That is end CPLEX enviroment.     
}

void Second_Optimization(){
    //Set the model using intermediate variables
    //Minimize Objective2
    //Solve the model
    //Export results to intermediate variables (if you want to iterate)
    //IMPORTANT: End the model. That is end CPLEX enviroment.     
    
}

Hope this helps

Originally posted by: Nodame

Thanks for your reply Ibrahim. I will definitely try that.

Just a quick question. What is the command (or line of code) used to "End the model/end CPLEX environment  "?  is it

cplex.End();   ?

Is that what makes cplex 'Forget' the Previous Objective and the previous constraints?

Originally posted by: Ibrahim_Capar

You start environment by using; IloEnv env; and you can end it by env.end();

For more info: http://pic.dhe.ibm.com/infocenter/cosinfoc/v12r6/topic/ilog.odms.cplex.help/CPLEX/GettingStarted/topics/tutorials/Cplusplus/envClass.html