I am currently using the multi-objective optimization feature of CPLEX via staticLexFull. I notice strange behavior with CPLEX 12.10 and 22.1: even though the instance is feasible, CPLEX always finishes with no solution, hence nothing can be extracted for further analysis. If I mush all objectives into one (using a sum directly and setting to minimize it), at least one solution is reported. However, if I put them all in staticLexFull (with the same priority to indicate aggregation), I find the same strange behavior above.
Is there any quick solution to this?
