Multiobjective Optimization

Using some real-world examples I illustrate the important role of multiobjective optimization in decision making and its interface with preference handling. I explain what optimization in the presence of multiple objectives means and discuss some of the most common methods of solving multiobjective optimization problems using transformations to single-objective optimization problems. Finally, I address linear and combinatorial optimization problems with multiple objectives and summarize techniques for solving them. Throughout the article I refer to the real-world examples introduced at the beginning. There are infinitely many ways to invest money and infinitely many possible radiotherapy treatments, but the number of feasible crew schedules is finite, albeit astronomical in practice.