A numerical method for constructing the Pareto front of multi-objective optimization problems

In this paper, a new numerical method is presented for constructing an approximation of the Pareto front of multi-objective optimization problems. This method is based on the well-known scalarization approach by Pascoletti and Serafini. The proposed method is applied to four test problems that illustrate specific difficulties encountered in multi-objective optimization problems, such as nonconvex, disjoint and local Pareto fronts. The effectiveness of the proposed method is demonstrated by comparing it with the NSGA-II algorithm and the Normal Constraint method.