Nonlinear multiple objective optimization: An algorithm and some theory

This paper presents an algorithm and the supporting theory for solving a class of nonlinear multiple criteria optimization problems using Zionts-Wallenius type of interaction. The Zionts-Wallenius method, as extended in this paper, can be used for solving multiple criteria problems with concave objective and (implicit) value functions and convex feasible regions. Modifications of the method to handle nonconvex feasible regions and general nonlinear objective functions are also discussed.