Methodology to select solutions for multiobjective optimization problems: Weighted stress function method

The weighted stress function method is proposed here as a new way of identifying the best solution from a set of nondominated solutions according to the decision maker's preferences, expressed in terms of weights. The method was tested using several benchmark problems from the literature, and the results obtained were compared with those of other methods, namely, the reference point evolutionary multiobjective optimization (EMO), the weighted Tchebycheff metric, and a goal programming method. The weighted stress function method can be seen to exhibit a more direct correspondence between the weights set by the decision maker and the final solutions obtained than the other methods tested.