An interval algorithm for multi-objective optimization

This paper presents an interval algorithm for solving multi-objective optimization problems. Similar to other interval optimization techniques, see Hansen and Walster (2004)], the interval algorithm presented here is guaranteed to capture all solutions, namely all points on the Pareto front. This algorithm is a hybrid method consisting of local gradient-based and global direct comparison components. A series of example problems covering convex, nonconvex, and multimodal Pareto fronts is used to demonstrate the method.