Originally posted by: hzy_cims

Does CPLEX have functions or methods to solve multi-objective optimization problem?

Thanks!

This question has been asked several times on this Forum. Here are some links (there are more threads, just search for "multi objective"):

https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014531046
https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014635187
https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014924539

The short answer is that CPLEX does not support multiple objective. Sometimes you can get away by blending multiple objectives into one using appropriate factors for the different objectives.