NORMAL-BOUNDARY INTERSECTION: AN ALTERNATE METHOD FOR GENERATING PARETO OPTIMAL POINTS IN MULTICRITERIA OPTIMIZATION PROBLEMS
Indraneel Das, John E. Dennis · 1996
This paper proposes an alternate method for nding several Pareto optimal points for a general nonlinear multicriteria optimization problem, aimed at capturing the tradeo among the various con icting objectives. It can be rigorously proved that this method is completely independent of the relative scales of the functions and is quite successful in producing an evenly distributed set of points in the Pareto set given an evenly distributed set of `weights', a property which the popular method of linear combinations lacks. Further, this method can be easily extended in case of more than two objectives while retaining the computational e ciency of continuation-type algorithms, which is an improvement over homotopy techniques for tracing the tradeo curve. 1