Hi,
If you are looking for Multi-objective optimization you can use "Reference Point Method". Description of this method you can find at:
http://php.portals.mbs.ac.uk/Portals/49/docs/jyang/Minimax-reference-point.pdf
or
http://www.ia.pw.edu.pl/~wogrycza/publikacje/artykuly/woflins.pdf
I hope it will help you.
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