Abstract
This paper presents an interval algorithm for solving multi-objective optimization problems. Similar to other interval optimization techniques, [see Hansen and Walster (2004)], the interval algorithm presented here is guaranteed to capture all solutions, namely all points on the Pareto front. This algorithm is a hybrid method consisting of local gradient-based and global direct comparison components. A series of example problems covering convex, nonconvex, and multimodal Pareto fronts is used to demonstrate the method.
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Ruetsch, G. An interval algorithm for multi-objective optimization. Struct Multidisc Optim 30, 27–37 (2005). https://doi.org/10.1007/s00158-004-0496-7
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DOI: https://doi.org/10.1007/s00158-004-0496-7