What are the methods to compute the Pareto-optimal set? The simplest
one is the exhaustive enumeration method. We can check all the possible
solutions and then consider the Pareto-optimal ones. This method is obviously
too expensive in terms of computational request. Different methods based on stochastic search are robust but not particularly efficient. The most effective methods are based on mathematical programming, but we need objective functions with mathematical properties such as continuity and existence of derivatives. Optimality criteria methods can be used to solve very simple problems only. Genetic algorithms are suitable considering complex problems.
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