Features not supported with multiobjective optimization

Lists the features not supported by multiobjective optimization.

The algorithms for multiobjective optimization do not support the following features:

• Quadratic terms are not permitted in any of the objectives or in the constraints.
• Multiobjective optimization and model annotation are currently not compatible. When the objective is annotated in an annotation file or via the annotation API, using CPX_ANNOTATIONOBJ_OBJ as the type of the object to be annotated, then the primary objective is annotated. At that moment there is then no way to annotate the other objectives.
• All generic callbacks and legacy optimization informational callbacks are compatible with multiobjective optimization. However, all other legacy optimization callbacks, in particular control callbacks, are not compatible with multiobjective optimization. For more information, see Generic callbacks and Using legacy optimization callbacks.
• CPLEX disregards parallel mode specifications in parameter sets during multiobjective optimization. CPLEX will use the parallel mode found in the environment at the time when CPXmultiobjopt() is invoked.