It has been suggested that one way to solve MOLP problems is to create a composite objective

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It has been suggested that one way to solve MOLP problems is to create a composite objective function as a linear combination of all the objectives in the problem. For example, in the previous problem, we might weight the first objective by 0.75 and the second by 0.25 to obtain the composite objective, MAX: 2.75X1 + 0.75X2. (The second objective in the previous problem is equivalent to MAX: - X1 - 3X2.) We then use this as the objective in an LP model to generate possible solutions. What problem, if any, do you see with this approach?

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