Comparison of Some Scalarization Methods in Multiobjective Optimization

The paper presents an analysis, characterizations and comparison of six commonly used scalarization methods in multiobjective optimization. The properties of these methods are investigated with respect to the basic characteristics such as ordering cone, convexity and boundedness, the ability of generating proper efficient solutions, the ability to consider reference points which is a choice of decision maker as a solution and weighting preferences of decision maker, the number of additional constraints and decision variables. The paper also presents new characteristics for these methods and relations between them. The main characteristics of these scalarization methods are illustrated on the same example.