Multiobjective optimization in MPS files

CPLEX extends MPS file format to support multiobjective optimization.

Objective are still defined in the ROW section using N marker and four numbers are given to specify priority, weight, absolute tolerance, and relative tolerance:


N  OBJ1 2 1 0 0
N  OBJ2 1 1 0 0

Note: In MPS file format for multiobjective problems, all four attributes must be specified.

For more information, see Multiobjective optimization in the CPLEX User’s Manual.