Multi-objective Optimization - Scalarizing Multiobjective Optimization Problems

Scalarizing Multiobjective Optimization Problems

Scalarizing a multiobjective optimization problem means formulating a single-objective optimization problems such that optimal solutions to the single-objective optimization problem are Pareto optimal solutions to the multiobjective optimization problem. With different parameters for the scalarization, different Pareto optimal solutions are produced. A well-known example is the so-called linear scalarization (see, e.g.,)


\min_{x\in X} \sum_{i=1}^k w_if_i(x),

where the weights of the objectives are the parameters of the scalarization.

Read more about this topic:  Multi-objective Optimization

Famous quotes containing the word problems:

    There is an enormous chasm between the relatively rich and powerful people who make decisions in government, business, and finance and our poorer neighbors who must depend on these decisions to alleviate the problems caused by their lack of power and influence.
    Jimmy Carter (James Earl Carter, Jr.)