Having more than one objective function

1

hello every body;

Can I have more than one objective function in my CVX coding?

Also, can I have an optimization problem in “subject to” ?( I mean can I solve a bilevel problem in this way?)

best regards

2

I’m going to guess the answer is “no”. In fact I am almost certain of it. But perhaps you might want to edit your question and provide an example of what you mean.

3

I’m going to guess the answer is “no”. In fact I am almost certain of it; CVX cannot handle more than one objective in a model, even if there were a meaning for that. But perhaps you might want to edit your question and provide an example of what you mean—because perhaps there is a straightforward way to represent your model in a CVX-compliant fashion.

Keep in mind that subject to in CVX models is meaningless. It’s just a little syntactic sugar used to make your models easier to read. In fact, you can put your objective function anywhere in the model you want: before the constraints, after the constraints, or in the middle somewhere.