Scalarization Approaches for Four Objectives Optimization Problems: A Case Study

Abstract

We extend the algorithms introduced by Burachik et al. to approximate solutions to four objectives optimization problems. Efficient scalarization approaches are considered to design the algorithms and implement these algorithms for multiobjective mixed-integer programming problems. We show that algorithms with the weighted-constraint scalarization approach efficiently solve the problem even if the set of answers is discrete or disconnected. We test the efficiency of the algorithms for a four objective rocket injector design problem.