Objective function

The objective function is any expression, so it can be constructed as for constraints. The method problem.setObjective can be used to set (or replace if one has been specified before) the objective function of a problem. The definition of setObjective is as follows:

setObjective (objective, sense)

where objective is the expression defining the new objective and sense is either xpress.minimize or xpress.maximize. Examples follows (in the first, the objective function is to be minimized as per default, while the second example specifies the optimization sense as maximization).

m.setObjective (xp.Sum ([y[i]**2 for i in range (10)]))
m.setObjective (v1 + 3 * v2, sense = xp.maximize)