Recchioni, Maria Cristina - In: Computational Statistics 58 (2003) 1, pp. 69-85
does not use any scalarization of the multiobjective optimization problem and does not require any ordering information for …We propose a path following method to find the Pareto optimal solutions of a box-constrained multiobjective … optimization problem. Under the assumption that the objective functions are Lipschitz continuously differentiable we prove some …