On the Linearweighted Summethod for Multi-objective Optimization

A method providing the efficient way of construction of weighted coefficients for 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. A method for the efficient construction of weighting coefficients wi > 0 in programming package MATHEMATICA is presented. Run-time symbolic transformations of the objective functions and constraints into the corresponding single-objective constrained problem are emphasized. The implementation details and the graphical representations of two and three variables case are given, in order to depict the introduced method.