SOPwithgivenvaluesoftheparameters,undercer-tainconditions,belongstotheParetofront;changingtheparametersoftheSOPleadsthesolutiontomoveonthefront.Inthesecondone,theMOPissolvedwithadirectapproachusingthedominancecriteria,sothatasetofParetooptimalsolutionsisdevelopedsimultaneously.Themainadvantageofthe rststrat-egyisthatSOPsaregenerally,verywell-studiedprob-lemsandmanyef cientmethodsareavailabletosolvethem.
6.1.EquivalentSOP1:TheweightingapproachFollowingtheweightingapproach[16],theMOP[42]ismadetocorrespondtothefollowingparametrizedSOP:P(w):minwT
f nx∈X
(x)=
wjfj(x),(4)
j=1
where
w∈W=
w|w∈Rn,wj(x) 0,
n j=1,...,nand
w
j=1j=1
,
(5)
thecorrespondencebetweentheMOPandtheSOPissubjecttosomerules.Ifx0isanoptimalsolutionofP(w0),thenitisalsoParetooptimalifoneofthetwofollowing0conditionsisveri ed:
xistheuniqueoptimalsolutiontoP(w0w0);isstrictlypositive.
ThisimpliesthatatleastsomeParetooptimalso-lutionscanbegeneratedbysolvingP(w)forsomeproperlychosenw,withoutanyhypothesisonthecon-vexityofXandf(X).Instead,someconvexityhy-pothesesareanecessitycondition.Therefore,ifbothXandf(X)areconvex,thenforanygivenParetoop-timalsolution,x ,itispossibleto ndaweightvectorw,notnecessarilyunique,suchthatx isasolutiontoP(w).Therefore,whentheseconvexityassumptionsareveri ed,allParetooptimalsolutionscan,inthe-ory,befoundbyvaryingwandsolvingP(w),whileiftheyarenotveri ed,someParetooptimalsolutionsmayneverbediscoveredbythisprocedure.
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