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The envelope approach for multiobjeetive optimization problems

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2 Author(s)
Li, D. ; Dept. of Syst. Eng., Virginia Univ., Charlottesville, VA, USA ; Haimes, Y.Y.

A multiobjective optimization problem is usually solved by finding the set of all noninferior solutions to the problem. A methodology termed the envelope approach is presented for generating the set of noninferior solutions. The relationship between the envelope approach and multiobjective optimization is explored. Investigation of the use of the envelope approach in multiobjective dynamic programming and in the parametric decomposition method shows that this approach is very suitable for solving certain classes of multiobjective optimization problems by decomposition and coordination.

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Systems, Man and Cybernetics, IEEE Transactions on  (Volume:17 ,  Issue: 6 )