A path following method for box-constrained multiobjective optimization with applications to goal programming problems (Q1423708)

This paper proposes a path-following method to find the Pareto optimal solutions of a box-constrained multi-objective optimization problem. The method looks for the Pareto optimal points as limits points of the trajectories solutions of suitable initial value problems for a system of ordinary differential equations. In order to exploit the set of Pareto optimal points, several initial points in the feasible region are selected and the trajectories solutions of the initial value problem are followed simultaneously. The method does not scalarize the original multi-objective problem. The author claims that the method is well suited for a parallel implementation since the computation of the trajectories when the initial point varies is independent from an other. An algorithm to determine a point, if it exists, that minimizes all the objective functions at once is proposed. Finally, the author applies the method proposed to solve a goal programming problem and the method is applied to some test problems.