ABSTRACT: A nonlinear multiobjective optimization problem is considered. Two methods are proposed to generate solutions with an approximately
uniform distribution in a Pareto set. The first method is supposed to find the solutions as minimizers of weighted sums of
objective functions where the weights are properly selected using a branch and bound type algorithm. The second method is
based on lexicographic goal programming. The proposed methods are compared with several metaheuristic methods using two and
three-criteria tests and applied problems.
KeywordsMulti-objective optimization–Uniformly distributed Pareto set–Adjustable weights–Lexicographic goal programming–Optimal portfolio selection
Optimization Letters 05/2012; 6(4):665-678. · 0.95 Impact Factor