ISSN 2071-8594

Russian academy of sciences

Editor-in-Chief

Gennady Osipov

V.D. Noghin. Weighted sum scalarization in multicriteria optimization

Abstract.

Well-known method of the weighted sum of criteria is considered in a framework of the multicriteria choice model, including decision-makers strict preference relation, as well as a set of feasible alternatives and a vector criterion. The main point of the paper is a justification of this method for solving multicriteria problems. We analyze a class of problems in which using of the weighted sum of criteria may be considered as reasonable. Moreover, a combined approach is proposed. According to this approach we should to narrow the Pareto set by some information about the decision maker preferences and then to maximize the weighted sum of criteria on a subset of Pareto set.

Keywords:

weighted sum, Pareto set, Edgeworth-Pareto principle, multicriteria optimization

PP. 73-82.

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