My problem is multi-objective optimization problem. The expression for the objective function is given below:
Maximize (w1F1 + w2(1/F2))
w1 and w2 are weighting of two objective function F1 and (1/F2)
I want to write the code in OPL CPLEX.
So if I am writing the objective function as - Maximize (w1F1 + w2(1/F2))
The error that I am getting in OPL Cplex is - CPLEX(default) cannot extract expression: 1 / F2
A simple way is to use CP within CPLEX as can be seen at https://github.com/AlexFleischerParis/zooopl/blob/master/zoononlinear.mod
If I change this to use 1/x , I can write