6533b871fe1ef96bd12d0e67

RESEARCH PRODUCT

Integration of Two Multiobjective Optimization Methods for Nonlinear Problems

Alexander V. LotovGeorge K. KamenevKaisa MiettinenV. E. Berezkin

subject

Decision support systemMathematical optimizationNonlinear systemControl and OptimizationTransformation (function)Mathematical modelApplied MathematicsGoal programmingDecision makerMulti-objective optimizationSoftwareVariety (cybernetics)Mathematics

description

In this paper, we bring together two existing methods for solving multiobjective optimization problems described by nonlinear mathematical models and create methods that benefit from both heir strengths. We use the Feasible Goals Method and the NIMBUS method to form new hybrid approaches. The Feasible Goals Method (FGM) is a graphic decision support tool that combines ideas of goal programming and multiobjective methods. It is based on the transformation of numerical information given by mathematical models into a variety of feasible criterion vectors (that is, feasible goals). Visual interactive display of this variety provides information about the problem that helps the decision maker to detect the limits of what is possible. Then, the decision maker can identify a preferred feasible criterion vector on the graphic display. NIMBUS is an interactive multiobjective optimization method capable of solving nonlinear and even nondifferentiable and nonconvex problems. The decision maker can iteratively evalua...

https://doi.org/10.1080/1055678031000116538