Approximating efficient sets in general multiobjective programmingproblems

Due to the growing interest in approximation for multiobjective optimization problems (MOPs), a new approach base on the recent modification of Benson method [5] and warm-start strategy to approximate the nondominated set in general multiobjective programming problems is presented. Like the Benson Idea, the algorithm generates an inner approximation and an outer approximation of (weakly) efficient solutions of MOPs.