Numerical Methods

Abstract

During the past 40 years many methods have been developed for the numerical solution of multiobjective optimization problems. Many of these methods are only applicable to special problem classes. In this chapter we present only some few methods which can be applied to general multiobjective optimization problems. These are a method proposed by Polak and an extension given by Eichfelder, a method for discrete problems and in the class of interactive methods we present the STEM method and a method of reference point approximation. In principle, one can also use the scalarization results for the determination of an Edgeworth-Pareto optimal point. But then it remains an open question whether the determined Edgeworth-Pareto optimal point is the subjectively best for the decision maker.