Cross entropy for multiobjective combinatorial optimization problems with linear relaxations.

•A multiobjective optimization cross entropy (MOCE) procedure for MOCO problems.•It benefits of the linear relaxation, that can be solved with modest computational time.•MOCE’s core is a strategy to use together relaxed solutions and integer ones.•Most of the more important MOCO problems have a linear relaxation.•Our tests show the merit of the proposed procedure on the two most important MOCOs.