Geodesic
Convergence examples for discrete approximations to a multidimensional Pareto set
Matematičeskoe modelirovanie, Tome 14 (2002) no. 12, pp. 48-54.

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In the $n$-dimensional space, a multicriteria problem with $n$ objective functions is considered. Discrete approximations to the Pareto set converge as $N^{-1/n}$ where $N$ is the number of trial points. 
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I. M. Sobol'; E. E. Myshetskaya. Convergence examples for discrete approximations to a multidimensional Pareto set. Matematičeskoe modelirovanie, Tome 14 (2002) no. 12, pp. 48-54. http://geodesic.mathdoc.fr/item/MM_2002_14_12_a4/

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