On the linear weighted sum method for multi-objective optimization (Q6486663)

The authors investigate the multi-objective optimization problem and introduce the result giving the necessary conditions for the considered problem to have Pareto optimal solutions. A method providing the efficient way of construction of weighted coefficients for a linear weighted sum method is provided. By applying this method, all of the resulting points are Pareto optimal points of the corresponding multi-objective optimization problem. The proposed method is implemented in the programming package MATHEMATICA. Some graphical representations of the 2D and 3D case are given in order to depict the introduced method.