DESDEO
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Scenario-based problems: adding a scalarization function for scenario-based problems
Related to #91
Currently, we do not have any scalarization functions that support scenario-based multiobjective optimization problems. A first step would be to implement the function defined in Eq. 3 in this article. Having both differentiable and non-differentiable variants is desirable. For examples on these, see here and here, respectively. Documenting and testing the additions is also necessary.
This issue is related to the re-structuring of DESDEO, see the branch desdeo2.