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For Multi-Criteria problem, (MCknapScen.lng)
Generate a set of undominated solutions for various
scenarios of weight to be applied to each criterion.
There are a number of participants(parties/criteria), each with their
own objective or utility function, we want to
find a solution to a shared problem so that a
weighted ( by ALPHA( c)) sum of the criteria is maximized;
If all the ALPHA weights are > 0, then
only undominated solutions will be generated, however,
WARNING: for a problem with integer variables, this weighted
objective approach may not generate all undominated solutions,
even if all possible weightings are tried.