Optimization over the Pareto outcome set associated with a convex bi-objective optimization problem: theoretical results, deterministic algorithm and application to the stochastic case (Q2351525)

This paper presents an algorithm for minimizing a continuous real-valued function \(f\) over the Pareto outcome set of a deterministic bi-objective convex optimization problem (BOP), by evaluating the values of \(f\) on outer approximates of the Pareto outcome set, constructed iteratively. Moreover, in the stochastic framework where the objective functions of (BOP) are given as the expectations of random functions, the authors study the convergence rate and establish error estimates for the method proposed in their previous work [J. Optim. Theory Appl. 162, No. 2, 405--427 (2014; Zbl 1323.90044)].