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From: Andrew Makhorin
Subject: Re: [Help-glpk] QUESTION ABOUT GLPK
Date: Fri, 16 Oct 2009 15:37:34 +0400

> I would like to know if it is possible to implement more than one objective
> function at the same time.
> I've revised the manual that is on the web, and I've found that the simplex
> method uses LU factorization to solve optimization problems working out with 
> an
> objective function.

> Do you know if there is any possibility to join more than one objective
> functions by means of factorization or another kind of method?

Your question is not clear. If you need to estimate constraints for
additional objectives, you could introduce them into the instance as
free rows, i.e. as rows having no lower/upper bounds, and then compute
correspodning rows of the simplex table with glp_eval_tab_row at optimal
point that would give you reduced costs of the additional objectives.
In any case the simplex method assumes only one objective function.

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