Indeed, with vOptGeneric, the user describes the MOIP model with JuMP, and solves it with a MILP embedded into an exact and classic MOP algorithm among:
- epsilon-constraint (=> Y_N : all non-dominated points)
- Chalmet algorithm (=> Y_N : all non-dominated points)
- dichotomic (Aneja-Nair algorithm) (=> Y_{SN} : all supported points)
- lexicographic method (=> Y_{Lex} : lex points)
These algorithms make calls to the MILP.
We have modified JuMP; now multiple objectives may be defined and handled by the mentioned algorithms. See here for examples:
https://github.com/vOptSolver/vOptSolver/blob/master/examples/examples.pdf
https://github.com/vOptSolver/vOptSolver/blob/master/talks/IFORS2017/ifors2017.pdf