Multiobjective optimization in LP file format

CPLEX conforms to these rules about multiobjective optimization in LP file format.

List each objective in the header of the LP file with the parameters Priority, Weight, AbsTol and RelTol:

Maximize multi-objectives
OBJ1: Priority=2 Weight=1 AbsTol=0.0 RelTol=0.0
  x + y
OBJ2: Priority=1 Weight=1 AbsTol=0.0 RelTol=0.0
  x

All attributes are optional and default values will be used for whichever attribute is not specified.

Note: In the LP file format for multiobjective problems, the actual linear form of the objective must start on a new line, even if all attributes are omitted.

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