A. Messac et A. Ismail-yahaya, Required relationship between objective function and Pareto frontier orders: Practical implications, AIAA J, 39(11), 2001, pp. 2168-2174
It is well known that the weighted sum aggregate objective function fails t
o capture Pareto points that are located on a concave region of the Pareto
frontier. Conditions are established for a general aggregate objective func
tion to capture points on a concave Pareto frontier region. Specifically, t
hese conditions are developed in terms of the relative orders of the Pareto
frontier and aggregate objective function. These critical conditions can b
e used in practice to allow an aggregate objective function to capture any
potentially desirable Pareto point. Conversely, failure to satisfy these cr
itical conditions can represent a pivotal failure point of the general appl
ication of design optimization because we may fail to obtain the design we
seek.