[Help-glpk] Multiple-linear hirarchical objectives

[Patrik Dufresne]

Hi,

Is there any way to solve a linear model and get optimal for multiple linear hierarchical objectives ? With my little knowledge about GLPK, here how I do it :

1. I'm solving the first objective

2. I get the value of the objective

3. I set it as a constraint.

4. Got to step 1 with the next objective.

Doing so achieve the result I want, but each time the solver takes time to solve the problem. Is there any way, maybe with a callback function to let GLPK compute the objective value for each of my 86 objectives at once ?

Thanks

Patrik Dufresne