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Cross-Entropy Approach for Computing a Pareto Fronts

We propose in this paper an approach based on the cross-entropy method for computing Pareto Fronts. The approach is based on the cross-entropy approach for single-objective optimization. It is adapted to multi-objective optimization by defining a sorting criterion for selecting the best samples based on non-dominated sorting. The effectiveness of the approach is tested on several academic problems (e.g. Schaffer, Fonseca and Fleming). Its performances are compared with those of other multi-objective algorithm.