[breaking] Add LexicographicAllPermutations and change default (#59)

Author: odow

README.md

@@ -47,9 +47,9 @@ Set the algorithm using the `MOA.Algorithm()` attribute.
 The value must be one of the algorithms supported by MOA:
 
  * `MOA.Chalmet()`
- * `MOA.EpsilonConstraint()`
  * `MOA.Dichotomy()`
  * `MOA.DominguezRios()`
+ * `MOA.EpsilonConstraint()`
  * `MOA.Hierarchical()`
  * `MOA.KirlikSayin()`
  * `MOA.Lexicographic()` [default]
@@ -65,6 +65,7 @@ docstring for details on which attributes it supports, and how it uses them in
 the solution process.
 
  * `MOA.EpsilonConstraintStep()`
+ * `MOA.LexicographicAllPermutations()`
  * `MOA.ObjectiveAbsoluteTolerance(index::Int)`
  * `MOA.ObjectivePriority(index::Int)`
  * `MOA.ObjectiveRelativeTolerance(index::Int)`

src/MultiObjectiveAlgorithms.jl

@@ -334,6 +334,19 @@ struct EpsilonConstraintStep <: AbstractAlgorithmAttribute end
 
 default(::EpsilonConstraintStep) = 1.0
 
+"""
+    LexicographicAllPermutations <: AbstractAlgorithmAttribute -> Bool
+
+Controls whether to return the lexicographic solution for all permutations of
+the scalar objectives (when `true`), or only the solution corresponding to the
+lexicographic solution of the original objective function (when `false`).
+
+Defaults to true`.
+"""
+struct LexicographicAllPermutations <: AbstractAlgorithmAttribute end
+
+default(::LexicographicAllPermutations) = true
+
 ### RawOptimizerAttribute
 
 function MOI.supports(model::Optimizer, attr::MOI.RawOptimizerAttribute)

src/algorithms/Lexicographic.jl

@@ -4,16 +4,18 @@
 #  obtain one at http://mozilla.org/MPL/2.0/.
 
 """
-    Lexicographic(; all_permutations::Bool = false)
+    Lexicographic()
 
 `Lexicographic()` implements a lexigographic algorithm that returns a single
 point on the frontier, corresponding to solving each objective in order.
 
-`Lexicographic(all_permutations = true)` repeats the lexicographic algorithm for
-all permutations of the scalar objectives, returning at most `n!` objectives.
-
 ## Supported optimizer attributes
 
+ * `MOA.LexicographicAllPermutations()`: Controls whether to return the
+   lexicographic solution for all permutations of the scalar objectives (when
+   `true`), or only the solution corresponding to the lexicographic solution of
+   the original objective function (when `false`).
+
  * `MOA.ObjectiveRelativeTolerance(index)`: after solving objective `index`, a
    constraint is added such that the relative degradation in the objective value
    of objective `index` is less than this tolerance.
@@ -22,8 +24,8 @@ mutable struct Lexicographic <: AbstractAlgorithm
     rtol::Vector{Float64}
     all_permutations::Bool
 
-    function Lexicographic(; all_permutations::Bool = false)
-        return new(Float64[], all_permutations)
+    function Lexicographic()
+        return new(Float64[], default(LexicographicAllPermutations()))
     end
 end
 
@@ -41,9 +43,20 @@ function MOI.set(alg::Lexicographic, attr::ObjectiveRelativeTolerance, value)
     return
 end
 
+MOI.supports(::Lexicographic, ::LexicographicAllPermutations) = true
+
+function MOI.get(alg::Lexicographic, ::LexicographicAllPermutations)
+    return alg.all_permutations
+end
+
+function MOI.set(alg::Lexicographic, ::LexicographicAllPermutations, val::Bool)
+    alg.all_permutations = val
+    return
+end
+
 function optimize_multiobjective!(algorithm::Lexicographic, model::Optimizer)
     sequence = 1:MOI.output_dimension(model.f)
-    if !algorithm.all_permutations
+    if !MOI.get(algorithm, LexicographicAllPermutations())
         return _solve_in_sequence(algorithm, model, sequence)
     end
     solutions = SolutionPoint[]

test/algorithms/Lexicographic.jl

@@ -27,6 +27,8 @@ function test_knapsack()
     P = Float64[1 0 0 0; 0 1 0 0; 0 0 0 1; 0 0 1 0]
     model = MOA.Optimizer(HiGHS.Optimizer)
     MOI.set(model, MOA.Algorithm(), MOA.Lexicographic())
+    @test MOI.supports(model, MOA.LexicographicAllPermutations())
+    MOI.set(model, MOA.LexicographicAllPermutations(), false)
     MOI.set(model, MOA.ObjectiveRelativeTolerance(1), 0.1)
     MOI.set(model, MOI.Silent(), true)
     x = MOI.add_variables(model, 4)
@@ -42,14 +44,10 @@ function test_knapsack()
     return
 end
 
-function test_knapsack_all_permutations()
+function test_knapsack_default()
     P = Float64[1 0 0 0; 0 1 0 0; 0 0 0 1]
     model = MOA.Optimizer(HiGHS.Optimizer)
-    MOI.set(
-        model,
-        MOA.Algorithm(),
-        MOA.Lexicographic(; all_permutations = true),
-    )
+    MOI.set(model, MOA.Algorithm(), MOA.Lexicographic())
     MOI.set(model, MOI.Silent(), true)
     x = MOI.add_variables(model, 4)
     MOI.add_constraint.(model, x, MOI.GreaterThan(0.0))
@@ -77,6 +75,7 @@ function test_knapsack_min()
     P = Float64[1 0 0 0; 0 1 0 0; 0 0 0 1; 0 0 1 0]
     model = MOA.Optimizer(HiGHS.Optimizer)
     MOI.set(model, MOA.Algorithm(), MOA.Lexicographic())
+    MOI.set(model, MOA.LexicographicAllPermutations(), false)
     MOI.set(model, MOA.ObjectiveRelativeTolerance(1), 0.1)
     MOI.set(model, MOI.Silent(), true)
     x = MOI.add_variables(model, 4)
@@ -92,9 +91,11 @@ function test_knapsack_min()
     return
 end
 
-function test_knapsack_default()
+function test_knapsack_one_solution()
     P = Float64[1 0 0 0; 0 1 0 0; 0 0 0 1; 0 0 1 0]
     model = MOA.Optimizer(HiGHS.Optimizer)
+    MOI.set(model, MOA.Algorithm(), MOA.Lexicographic())
+    MOI.set(model, MOA.LexicographicAllPermutations(), false)
     MOI.set(model, MOI.Silent(), true)
     x = MOI.add_variables(model, 4)
     MOI.add_constraint.(model, x, MOI.GreaterThan(0.0))
@@ -114,11 +115,8 @@ end
 function test_infeasible()
     for flag in (true, false)
         model = MOA.Optimizer(HiGHS.Optimizer)
-        MOI.set(
-            model,
-            MOA.Algorithm(),
-            MOA.Lexicographic(; all_permutations = flag),
-        )
+        MOI.set(model, MOA.Algorithm(), MOA.Lexicographic())
+        MOI.set(model, MOA.LexicographicAllPermutations(), flag)
         MOI.set(model, MOI.Silent(), true)
         x = MOI.add_variables(model, 2)
         MOI.add_constraint.(model, x, MOI.GreaterThan(0.0))
@@ -136,11 +134,8 @@ end
 function test_unbounded()
     for flag in (true, false)
         model = MOA.Optimizer(HiGHS.Optimizer)
-        MOI.set(
-            model,
-            MOA.Algorithm(),
-            MOA.Lexicographic(; all_permutations = flag),
-        )
+        MOI.set(model, MOA.Algorithm(), MOA.Lexicographic())
+        MOI.set(model, MOA.LexicographicAllPermutations(), flag)
         MOI.set(model, MOI.Silent(), true)
         x = MOI.add_variables(model, 2)
         MOI.add_constraint.(model, x, MOI.GreaterThan(0.0))