Multicriterion optimization using interval analysis
The authors briefly sketch some well-known approaches to transform a multicriterion optimization problem into an optimization problem with one real-valued objective function. Constraints for the decision variables are incorporated in the real-valued objective function via Lagrange multipliers and slack variables. No mention is made concerning the relation between Pareto-optimal points of the original problem and optimal points of the transformed problem. The methods described for treating the transformed problem combine bisection and interval Newton iteration.
scientific article; zbMATH DE number 4147425