O.: On universal search strategies for multi-criteria optimization using weighted sums

We develop a stochastic local search algorithm for finding Pareto points for multicriteria opti-mization problems. The algorithm alternates between different single-criterium optimization problems characterized by weight vectors. The policy for switching between different weights is an adaptation of the universal restart strategy defined by [LSZ93] in the context of Las Ve-gas algorithms. We demonstrate the effectiveness of our algorithm on multicriteria quadratic assignment problem benchmarks and prove some of its theoretical properties