Multi-objective optimization with JuMP

vOptGeneric.jl is a package based on JuMP and MOI for modeling and solving multi-objective linear optimization (MOO) problems. vOptGeneric will soon be discontinued, and replaced by a new package, fully based on the syntax of JuMP and offering a convenient interface entirely based on MOI to extend the pool of MOO algorithms. In this talk, we present our feedback on our experiences from vOptGeneric.

vOptGeneric.jl is a package based on JuMP and MOI for modeling and solving multi-objective linear optimization (MOO) problems. It was first released in 2017 and since, it serves as support to exercises and projects in MOO of our master's programme in operations research at Nantes University, and University of South Britany (both in France), and recently at Johannes Kepler University Linz (Austria). It has been also used in research projects, often for computing in a confortable manner the nondominated points, and also for testing new MOO algorithms. vOptGeneric will soon be discontinued, and replaced by a new package, fully based on the syntax of JuMP and offering a convenient interface entirely based on MOI to extend the pool of MOO algorithms. In this talk, a feedback on these experiences, and an introduction to the new package from the user's perspective will be presented, as well the development of future features.