Hello,
I found that CPLEX 12.9 or later versions allow us to build a model with multiple objectives (not summing up the objectives by giving weights) and wanted to export the model to an LP file of CPLEX multi-objective form. However, I couldn’t find a way to add extra objectives in the JuMP environment.
Is there a way to do this? Or is this function in progress?
Thanks for your comments!
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JuMP doesn’t support multi objective optimization.
There’s an open issue for it: Multiobjective support in JuMP · Issue #2099 · jump-dev/JuMP.jl · GitHub
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Alright, thanks for your prompt answer!
Just to follow-up since the link is getting clicked a lot, JuMP now supports multiple objectives
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