[odow]

Closes #215

Before

julia> main()
(0.24277496337890625, [149.60380626534553, 1405.7635667281365, 4120.654033578588])

julia> main()
(0.23576903343200684, [149.60380626534553, 1405.7635667281365, 4120.654033578588])

After

julia> main()
(0.14772701263427734, [149.60380626534553, 1405.7635667281368, 4120.65403357753])

julia> main()
(0.15110421180725098, [149.60380626534553, 1405.7635667281368, 4120.65403357753])

Code:

using JuMP, HiGHS, Random, SparseArrays
import MultiObjectiveAlgorithms as MOA

function main(seed = 1)
    Random.seed!(seed)
    NVARS, NCONS = 3000, 1500
    A = sprand(NCONS, NVARS, 0.004) .* 1.0
    X0 = rand(NVARS) .* 5
    BASE = A * X0 .+ 1.0
    PHASE = rand(NCONS) .* 2π
    COSTS = [
        sparsevec(randperm(NVARS)[1:30], rand(30), NVARS),
        sparsevec(randperm(NVARS)[1:300], rand(300), NVARS),
        sparsevec(1:NVARS, randn(NVARS), NVARS),
    ]
    model = Model(() -> MOA.Optimizer(HiGHS.Optimizer))
    set_silent(model)
    @variable(model, 0 <= x[1:NVARS] <= 10)
    @constraint(model, rows, A * x .<= BASE)
    set_attribute(model, MOA.Algorithm(), MOA.Lexicographic())
    set_attribute(model, MOA.LexicographicAllPermutations(), false)
    set_attribute(model, MOA.ComputeIdealPoint(), false)
    @objective(model, Max, [c' * x for c in COSTS])
    optimize!(model)
    assert_is_solved_and_feasible(model)
    return solve_time(model), objective_value(model)
end

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.65%. Comparing base (7bf6e6e) to head (ed6e576).

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #216      +/-   ##
==========================================
- Coverage   99.65%   99.65%   -0.01%     
==========================================
  Files          15       15              
  Lines        1432     1430       -2     
==========================================
- Hits         1427     1425       -2     
  Misses          5        5              

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[oxinabox]

Damn that was fast. Thank you