Fix warning on non-finite anti-ideal point (#64)

Co-authored-by: Rémi Garcia <[email protected]>

Author: odow

src/MultiObjectiveAlgorithms.jl

@@ -597,6 +597,21 @@ function _is_scalar_status_optimal(model::Optimizer)
     return _is_scalar_status_optimal(status)
 end
 
+function _warn_on_nonfinite_anti_ideal(algorithm, sense, index)
+    alg = string(typeof(algorithm))
+    direction = sense == MOI.MIN_SENSE ? "above" : "below"
+    bound = sense == MOI.MIN_SENSE ? "upper" : "lower"
+    @warn(
+        "Unable to solve the model using the `$alg` algorithm because the " *
+        "anti-ideal point of objective $index is not bounded $direction, and the " *
+        "algorithm requires a finitely bounded objective domain. The easiest " *
+        "way to fix this is to add objective $index as a constraint with a " *
+        "finite $bound. Alteratively, ensure that all of your decision " *
+        "variables have finite lower and upper bounds."
+    )
+    return
+end
+
 for file in readdir(joinpath(@__DIR__, "algorithms"))
     include(joinpath(@__DIR__, "algorithms", file))
 end

src/algorithms/DominguezRios.jl

@@ -178,10 +178,7 @@ function optimize_multiobjective!(algorithm::DominguezRios, model::Optimizer)
         MOI.optimize!(model.inner)
         status = MOI.get(model.inner, MOI.TerminationStatus())
         if !_is_scalar_status_optimal(status)
-            @warn(
-                "Unable to solve problem using `DominguezRios()` because " *
-                "objective $i does not have a finite domain.",
-            )
+            _warn_on_nonfinite_anti_ideal(algorithm, sense, i)
             return status, nothing
         end
         _, Y = _compute_point(model, variables, f_i)

src/algorithms/KirlikSayin.jl

@@ -123,10 +123,7 @@ function optimize_multiobjective!(algorithm::KirlikSayin, model::Optimizer)
         MOI.optimize!(model.inner)
         status = MOI.get(model.inner, MOI.TerminationStatus())
         if !_is_scalar_status_optimal(status)
-            @warn(
-                "Unable to solve problem using `KirlikSayin()` because " *
-                "objective $i does not have a finite domain.",
-            )
+            _warn_on_nonfinite_anti_ideal(algorithm, sense, i)
             return status, nothing
         end
         _, Y = _compute_point(model, variables, f_i)