Clarify that some algorithms are specialized to particular problem cl…

README.md

@@ -51,22 +51,24 @@ the choice of solution algorithm.
 
 ## Algorithm
 
-Set the algorithm using the `MOA.Algorithm()` attribute.
-
-The value must be one of the algorithms supported by MOA:
-
- * `MOA.Chalmet()`
- * `MOA.Dichotomy()`
- * `MOA.DominguezRios()`
- * `MOA.EpsilonConstraint()`
- * `MOA.Hierarchical()`
- * `MOA.KirlikSayin()`
- * `MOA.Lexicographic()` [default]
- * `MOA.RandomWeighting()`
- * `MOA.Sandwiching()`
- * `MOA.TambyVanderpooten()`
-
-Consult their docstrings for details.
+Set the algorithm using the `MOA.Algorithm()` attribute. The value must be one
+of the algorithms supported by MOA. Consult their docstrings for details.
+
+Some algorithms are restricted to certain problem classes. The solution set
+depends on the algorithm and the problem class.
+
+| `MOA.Algorithm`           | Applicable problem class |
+| :------------------------ | ------------------------ |
+| `MOA.Chalmet()`           | Exactly two objectives   |
+| `MOA.Dichotomy()`         | Exactly two objectives   |
+| `MOA.DominguezRios()`     | Discrete variables only  |
+| `MOA.EpsilonConstraint()` | Exactly two objectives   |
+| `MOA.Hierarchical()`      | Any                      |
+| `MOA.KirlikSayin()`       | Discrete variables only  |
+| `MOA.Lexicographic()` [default] | Any                |
+| `MOA.RandomWeighting()`   | Any                      |
+| `MOA.Sandwiching()`       | Any                      |
+| `MOA.TambyVanderpooten()` | Discrete variables only  |
 
 ## Other optimizer attributes
 

src/algorithms/Chalmet.jl

@@ -12,6 +12,12 @@ Chalmet, L.G., and Lemonidis, L., and Elzinga, D.J. (1986). An algorithm for the
 bi-criterion integer programming problem. European Journal of Operational
 Research. 25(2), 292-300
 
+## Supported problem classes
+
+This algorithm is restricted to problems with:
+
+ * exactly two objectives
+
 ## Supported optimizer attributes
 
  * `MOI.TimeLimitSec()`: terminate if the time limit is exceeded and return the

src/algorithms/Dichotomy.jl

@@ -11,6 +11,12 @@ A solver that implements the algorithm of:
 Y. P. Aneja, K. P. K. Nair, (1979) Bicriteria Transportation Problem. Management
 Science 25(1), 73-78.
 
+## Supported problem classes
+
+This algorithm is restricted to problems with:
+
+ * exactly two objectives
+
 ## Supported optimizer attributes
 
  * `MOI.TimeLimitSec()`: terminate if the time limit is exceeded and return the

src/algorithms/DominguezRios.jl

@@ -12,6 +12,13 @@ Dominguez-Rios, M.A. & Chicano, F., & Alba, E. (2021). Effective anytime
 algorithm for multiobjective combinatorial optimization problems. Information
 Sciences, 565(7), 210-228.
 
+## Supported problem classes
+
+This algorithm is restricted to problems with:
+
+ * discrete variables only. It will fail to converge if the problem is purely
+   continuous.
+
 ## Supported optimizer attributes
 
  * `MOI.TimeLimitSec()`: terminate if the time limit is exceeded and return the

src/algorithms/EpsilonConstraint.jl

@@ -9,6 +9,12 @@
 `EpsilonConstraint` implements the epsilon-constraint algorithm for
 bi-objective programs.
 
+## Supported problem classes
+
+This algorithm is restricted to problems with:
+
+ * exactly two objectives
+
 ## Supported optimizer attributes
 
  * `MOA.EpsilonConstraintStep()`: `EpsilonConstraint` uses this value

src/algorithms/Hierarchical.jl

@@ -19,6 +19,10 @@ future solves. Finally, it steps to the next set of prioritized objectives.
 The solution is a single point that trades off the various objectives. It does
 not record the partial solutions that were found along the way.
 
+## Supported problem classes
+
+This algorithm supports all problem classes.
+
 ## Supported optimizer attributes
 
  * `MOA.ObjectivePriority`

src/algorithms/KirlikSayin.jl

@@ -17,6 +17,13 @@ discrete optimization problems. The algorithm maintains `(p-1)`-dimensional
 rectangle regions in the solution space, and a two-stage optimization problem
 is solved for each rectangle.
 
+## Supported problem classes
+
+This algorithm is restricted to problems with:
+
+ * discrete variables only. It will fail to converge if the problem is purely
+   continuous.
+
 ## Supported optimizer attributes
 
  * `MOI.TimeLimitSec()`: terminate if the time limit is exceeded and return the

src/algorithms/Lexicographic.jl

@@ -9,6 +9,10 @@
 `Lexicographic()` implements a lexigographic algorithm that returns a single
 point on the frontier, corresponding to solving each objective in order.
 
+## Supported problem classes
+
+This algorithm supports all problem classes.
+
 ## Supported optimizer attributes
 
  * `MOI.TimeLimitSec()`: terminate if the time limit is exceeded and return the

src/algorithms/RandomWeighting.jl

@@ -9,6 +9,10 @@
 A heuristic solver that works by repeatedly solving a weighted sum problem with
 random weights.
 
+## Supported problem classes
+
+This algorithm supports all problem classes.
+
 ## Supported optimizer attributes
 
  * `MOI.TimeLimitSec()`: terminate if the time limit is exceeded and return the

src/algorithms/Sandwiching.jl

@@ -11,6 +11,10 @@ Fleuren, H. A. (2023). A Renewed Take on Weighted Sum in Sandwich Algorithms:
 Modification of the Criterion Space. (Center Discussion Paper; Vol. 2023-012).
 CentER, Center for Economic Research.
 
+## Supported problem classes
+
+This algorithm supports all problem classes.
+
 ## Compat
 
 To use this algorithm you MUST first load the Polyhedra.jl Julia package:

src/algorithms/TambyVanderpooten.jl

@@ -18,6 +18,13 @@ minimization problems) and their associated defining points. At each iteration,
 one of the objectives and an upper bound is picked and the single objective
 reformulation is solved using one of the defining points as a starting solution.
 
+## Supported problem classes
+
+This algorithm is restricted to problems with:
+
+ * discrete variables only. It will fail to converge if the problem is purely
+   continuous.
+
 ## Supported optimizer attributes
 
  * `MOI.TimeLimitSec()`: terminate if the time limit is exceeded and return the