Having more than one objective function

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

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.

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.