A NOTE ON WEIGHTED CRITERIA METHODS FOR COMPROMISE SOLUTIONS IN MULTI-OBJECTIVE OPTIMIZATION

Abstract
A common multi-objective optimization approach forms the objective function from linearly weighted criteria. It is known that the method can fail to capture Pareto optimal points in a non-convex attainable region. This note considers generalized weighted criteria methods that retain the advantages of the linear method without suffering from this limitation. Compromise programming and a new method with exponentially weighted criteria are evaluated. Demonstration on design problems is included.

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