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Constrained
Again, the solution is to reduce the complexity of the problem
from the multi-objectivity to a mono-objective one. It is
possible to combine the two previous methods, that is to minimize a
linear weighted function plus a sum of penalty function; the only
critical point is to ensure the same order of magnitude of each term of
the sum, such that there is not a dictatorship of one term of the sum.
The third chance to solve an unconstrained problem (or a constrained, but
with some care)
is to use the method of the compromise solution:
Subsections
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