Originally posted by: SystemAdmin

[namsu said:]

Dear,

I need to run LP with different objective function coefficients.
That is, constraints are the same.

For example,

at first try,
max: x1+x2+x3

second try
max: 2x1+x3

third try
max: 5x1+x2

..

the constraints parts are still the same.

I tried to implement as follows:

while( 1 ) {

IloExpr masterObj(env);

for (int ct=0; ct<sizeC; ct++) {<br />
//detail parts are omitted

masterObj += ( ( (rand()%1000)+1-200 ) * c[i][j][d] );

}//end of master obj

masterM.add(IloMaximize(env, masterObj));
cplexM.solve();

masterM.remove(IloMaximize(env, masterObj));
masterObj.end();

}


Compile, and link were ok.
however, when I run the program, I got the below error message.

Error: MultipleObjException: IloCplex can not handle multiple objectives

Any one knows how to cover this error?

Your help will be very appreciated.
thanks for reading.


#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

[prubin said:]

You're not actually deleting the previous objective -- each call to IloMaximize creates a new objective, so you are trying to delete a new objective you never added.  I'm surprised it doesn't throw an exception.

Try

IloObjective obj = IloMaximize( ... );
masterM.add(obj);
...
masterM.remove(obj);
#CPLEXOptimizers
#DecisionOptimization