Approximation in multiobjective optimization

Some results of approximation type for multiobjective optimization problems with a finite number of objective functions are presented. Namely, for a sequence of multiobjective optimization problems P_nwhich converges in a suitable sense to a limit problem P, properties of the sequence of approximate Pareto efficient sets of the P_n's, are studied with respect to the Pareto efficient set of P. The exterior penalty method as well as the variational approximation method appear to be particular cases of this framework.