The envelope approach for multiobjeetive optimization problems

A multiobjective optimization problem is generally solved by finding the set of all noninferior solutions to the problem. A new methodology termed the envelope approach is presented here 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 this approach is very suitable for solving certain classes of multiobjective optimization problems by decomposition and coordination.