Parse cplex <objectiveValues> tags; fixes #1766

pyomo/core/kernel/block.py

@@ -458,7 +458,9 @@ def load_solution(self,
                 raise KeyError("Objective associated with symbol '%s' "
                                 "is not found on this block"
                                 % (label))
-            unseen_var_ids.remove(id(obj))
+            # Because of __default_objective__, an objective might
+            # appear twice in the objective dictionary.
+            unseen_var_ids.discard(id(obj))
             for _attr_key, attr_value in six.iteritems(entry):
                 attr_key = _attr_key[0].lower() + _attr_key[1:]
                 if attr_key in valid_import_suffixes:

pyomo/solvers/plugins/solvers/CPLEX.py

@@ -776,9 +776,21 @@ def process_soln_file(self,results):
                     break
                 tINPUT.close()
 
-            elif tokens[0].startswith("objectiveValue"):
+            elif tokens[0].startswith("objectiveValue") and tokens[0] != 'objectiveValues':
+                # prior to 12.10.0, the objective value came back as an
+                # attribute on the <header> tag
                 objective_value = (tokens[0].split('=')[1].strip()).lstrip("\"").rstrip("\"")
                 soln.objective['__default_objective__']['Value'] = float(objective_value)
+
+            elif tokens[0] == "objective":
+                # beginning in 12.10.0, CPLEX supports multiple
+                # objectives in an <objectiveValue> tag
+                fields = {}
+                for field in tokens[1:]:
+                    k,v = field.split('=')
+                    fields[k] = v.strip('"')
+                soln.objective.setdefault(fields['name'], {})['Value'] = float(fields['value'])
+
             elif tokens[0].startswith("solutionStatusValue"):
                pieces = tokens[0].split("=")
                solution_status = eval(pieces[1])