I want to use Hierarchical method to to solve a MIP problem with 2 objective functions. And when I optimize with the higher priority objective function, I want to use callback method. How should we do to implement it?
And I want to know how gurobi work with hierarchical multi-objective model? Does it find all optimal solution of the higher priority function and then find the best one who would retrieve a best value of the lower priority function? Or there are other algorithm to solve it?
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