I have a question about multi criteria optimization. Is it possible to set different tolerances on the individual objectives?
So if I have an objective function like this:
minimize staticLex (Objective1, Objective2)
I want to set an optimality tolerance of 1.0E-9 and relative optimality tolerane of 1.0E-4 on Objective1 and an optimality tolerance of 1 and relative optimality tolerane of 0.1 on Objective2. Is this possible?