Springer and the Iranian Mathematical Society (IMS)Bulletin of the Iranian Mathematical Society1017-060X43520171031An algorithm for approximating nondominated points of convex multiobjective optimization problems139914151032ENM.GhaznaviFaculty of Mathematics, Shahrood University of Technology, Shahrood, IranZ.AziziFaculty of Mathematics, Shahrood University of Technology, Shahrood, Iran.Journal Article20150828In this paper, we present an algorithm for generating approximate nondominated points of a multiobjective optimization problem (MOP), where the constraints and the objective functions are convex. We provide outer and inner approximations of nondominated points and prove that inner approximations provide a set of approximate weakly nondominated points. The proposed algorithm can be applied for differentiable or nondifferentiable convex MOPs. To illustrate efficiency of the proposed algorithm for convex MOPs, we provide numerical examples.http://bims.iranjournals.ir/article_1032_8a34f64f24ba1df7f512341ae057ca36.pdf