NORMAL-BOUNDARY INTERSECTION - A NEW METHOD FOR GENERATING THE PARETOSURFACE IN NONLINEAR MULTICRITERIA OPTIMIZATION PROBLEMS

This paper proposes an alternate method for finding several Pareto opt imal points for a general nonlinear multicriteria optimization problem . Such points collectively capture the trade-off among the various con flicting objectives. It is proved that this method is independent of t he relative scales of the functions and is successful in producing an evenly distributed set of points in the Pareto set given an evenly dis tributed set of parameters, a property which the popular method of min imizing weighted combinations of objective functions lacks. Further, t his method can handle more than two objectives while retaining the com putational efficiency of continuation-type algorithms. This is an impr ovement over continuation techniques for tracing the trade-off curve s ince continuation strategies cannot easily be extended to handle more than two objectives.