Homotopy-based continuation finds Pareto-stationary KKT points for constrained multiobjective problems with global convergence guarantees from feasible interior starts.
Allgower and Kurt Georg.Introduction to Numerical Continuation Methods
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A Homotopy Framework for Constrained Multiobjective Optimization
Homotopy-based continuation finds Pareto-stationary KKT points for constrained multiobjective problems with global convergence guarantees from feasible interior starts.