Fast computation of equispaced Pareto manifolds and Pareto fronts for multiobjective optimization problems

In this paper, we consider the problem of generating a well sampled discrete representation of the Pareto manifold or the Pareto front corresponding to the equilibrium points of a multi-objective optimization problem. We show how the introduction of simple additional constraints into a continuation procedure produces equispaced points in either of those two sets. Moreover, we describe in detail a novel algorithm for global continuation that requires two orders of magnitude less function evaluations than evolutionary algorithms commonly used to solve this problem. The performance of the methods is demonstrated on problems from the current literature.