A new approach for multiobjective optimization is proposed in this paper. The method based on the cross-entropy method for single objective optimization (SO) is adapted to MO optimization by defining an adequate sorting criterion for selecting the best candidates samples. The selection is made by the nondominated sorting concept and crowding distance operator. The effectiveness of the approach is tested on several academic problems (e.g., Schaffer, Fonseca, Fleming, etc.). Its performances are

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... ompared with those of other multiobjective algorithms. Simulation results and comparisons based on several performance metrics demonstrate the effectiveness of the proposed method.