Interactive multiobjective optimization system WWW-NIMBUS on the internet
Computers and Operations Research - Special issue on artificial intelligence and decision support with multiple criteria
Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
Mathematics of Operations Research
Test Examples for Nonlinear Programming Codes
Test Examples for Nonlinear Programming Codes
On the Global Convergence of a Filter--SQP Algorithm
SIAM Journal on Optimization
Convexification and Global Optimization in Continuous And
Convexification and Global Optimization in Continuous And
An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
SIAM Journal on Optimization
SIAM Journal on Optimization
Multicriteria Optimization
A Robust SQP Method for Mathematical Programs with Linear Complementarity Constraints
Computational Optimization and Applications
Interior Methods for Mathematical Programs with Complementarity Constraints
SIAM Journal on Optimization
Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
SIAM Journal on Optimization
Interior-Point Algorithms, Penalty Methods and Equilibrium Problems
Computational Optimization and Applications
Generating equidistant representations in biobjective programming
Computational Optimization and Applications
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We propose a new approach to convex nonlinear multiobjective optimization that captures the geometry of the Pareto set by generating a discrete set of Pareto points optimally. We show that the problem of finding a maximally uniform representation of the Pareto surface can be formulated as a mathematical program with complementarity constraints. The complementarity constraints arise from modeling the set of Pareto points, and the objective maximizes some quality measure of this discrete set. We present encouraging numerical experience on a range of test problems collected from the literature.