Hierarchical (or lexicographic) multi-objective linear programming is when you have more than one linear objective, and you optimize them in order. Gurobi’s documentation states that it supports this. How can I do this in Julia, using any of the packages for linear programming (Gurobi.jl, MathPro…

Hierarchical multi-objective linear programming

odow February 7, 2017, 7:31pm 4

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