CPXERR_NOT_FOR_MULTIOBJ

The following features are not supported with multiobjective optimization:

• Quadratic terms are not permitted in any of the objectives or in the constraints.
• CPLEX disregards parallel mode specifications in parameter sets during multiobjective optimization. CPLEX will use the parallel mode found in the environment at the time when CPXmultiobjopt() is invoked.
• Conflict refining is permitted only on infeasible multiobjective linear programming models but not with multiobjective mixed integer programming models.
• Multiobjective optimization and model annotation are currently not compatible. When the objective is annotated in an annotation file or via the annotation API, using CPX_ANNOTATIONOBJ_OBJ as the type of the object to be annotated, then the primary objective is annotated. At that moment there is then no way to annotate the other objectives.
• All generic callbacks and legacy optimization informational callbacks are compatible with multiobjective optimization. However, all other legacy optimization callbacks, in particular control callbacks, are not compatible with multiobjective optimization.
• Benders decomposition is not compatible with multiobjective optimization.
• Writing the dual problem is not compatible with multiobjective optimization.
• Populate is not compatible with multiobjective optimization.
• Polishing is not compatible with multiobjective optimization.

For more about each of those features, see its topic in the CPLEX User's Manual.