A note on weighted criteria methods for compromise solutions in multi-objective optimization

A common multi-objective optimization approach forms the objective function from linearly weighted criteria. It is known that the method can fail to capture Pareto optimal points in a non-convex attainable region. This note considers generalized weighted criteria methods that retain the advantages of the linear method within suffering from this limitation. Compromise programming and a new method with exponentially weighted criteria are evaluated. Demonstration on design problems is included.