114 A. Murgu et al.
subject to constraints (5.27)–(5.28), where all weighting coefficients λ
i
, i =
2,...,k, are nonnegative. Denote the weighting vector by λ =[1,λ
2
,...,λ
k
].In
the above weighted pth power Lagrangian formulation, without loss of generality,
the pth power of J
1
is chosen as the primal objective with weighting coefficient
equal to 1. The pth power of any J
i
can be chosen as the primal objective. Similar
to the definition in the weighted p-norm method, a noninferior solution of (5.31)is
said to be of degree d if it can be found using any weighted pth power Lagrangian
formulation with p ≥ d. The degree of the set of noninferior solutions is further
defined as the supremum of the degree of all the noninferior solutions. If p = 1,
the formulation (5.33) is of a weighting like form. If p =∞, the formulation (5.33)
becomes the weighted minimax formulation. We consider only the cases where the
degree of the set of noninferior solutions is finite. This weighted pth power La-
grangian formulation is very general in generating noninferior solutions. If problem
(5.31) is convex, all noninferior solutions are of degree 1. If the noninferior frontier
is nonconvex to some degree, a higher power Lagrangian formulation is needed. In
most cases, the degree of the set of noninferior solutions of a given multiobjective
problem is difficult to determine. A large enough p needs to be chosen to guarantee
the generation of any specific noninferior solution. Let us further examine the exis-
tence of supporting hyperplanes on the noninferior frontier in both objective spaces
{J
1
,...,J
k
} and {J
p
1
,...,J
p
k
}. For example, consider that ϕ is two-dimensional,
J
i
(ϕ
i
) = ϕ
i
, i = 1, 2, and the constraint ϕ
2
1
+ ϕ
2
2
≥ 1. The feasible region in the
space {J
1
,J
2
} space for this example problem is J
2
1
+J
2
2
≥1. It is easy to see that
there are no supporting planes on the noninferior frontier, that is, J
2
1
+ J
2
2
= 1.
This shows why the weighting method fails to generate the set of noninferior solu-
tions in such nonconvex situations. If we recast the feasible region in the {J
4
1
,J
4
2
}
space, the feasible region becomes
J
4
1
+
J
4
2
≥ 1 and it is convex, where the
supporting planes exist at every point on the noninferior frontier. This shows that by
selecting p large enough, the supporting hyperplane will exist everywhere on the
noninferior frontier. If the supporting hyperplanes exist everywhere on the noninfe-
rior frontier in {J
p
1
,...,J
p
k
} space, the pth power Lagrangian form can be applied
successfully in identifying any noninferior point that reaches the optimum point of
problem (5.26)–(5.28). The existence of the supporting hyperplanes guarantees the
convergence of the solution scheme proposed in this paper. The problem (5.33)isof
a separable structure and is solved using the dynamic programming. If the optimiza-
tion problem (5.33) is solved for various values of the weigth vector λ,thesetof
noninferior solutions can be generated and theoretically expressed in the objective
space as a parametric form
J
i
=J
i
(λ), i = 1, 2,...,k (5.34)
It is assumed that each J
i
(λ) is differentiable with respect to λ. With J
i
(λ), i =
1, 2,...,k, substituted into (5.26)–(5.28), the overall objective function J becomes
afunctionofλ. From Proposition 2, we know that the solution of problem (5.26)–
(5.28) can be attained by a noninferior solution of problem (5.31). The specific