Convergence examples for discrete approximations to a multidimensional Pareto set

I. M. Sobol', E. E. Myshetskaya

Institute for Mathematical Modelling, Russian Academy of Sciences

Abstract: In the $n$-dimensional space, a multicriteria problem with $n$ objective functions is considered. Discrete approximations to the Pareto set converge as $N^{-1/n}$ where $N$ is the number of trial points.

Received: 14.12.2001

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