On globally convergent multi-objective optimization

The multi-objective optimization problem is solved by using the compromise method which convert the multi-objective optimization problem to a single objective optimization problem, then a trust-region algorithm for solving the general nonlinear programming problem is used. In this algorithm, an active set strategy is used together with a reduced Hessian technique to covert the computation of the trial step to two easy trust-region subproblems and the conjugate-gradient method is used to compute the trial step.