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Algorithms for Multiple Criteria Multiextremal Problems

  • Roman G. Strongin
  • Yaroslav D. Sergeyev
Chapter
  • 479 Downloads
Part of the Nonconvex Optimization and Its Applications book series (NOIA, volume 45)

Abstract

The problem of minimizing a vector-valued objective function
(7.1.1)
where
(7.1.2)
has received special attention in the context of multiple criteria decision making in optimal design of technical systems (see e.g., Batishchev (1975), Kasnoshchekov, Petrov and Fiodorov (1986)), in conditions of uncertainty (see e.g., Zhukovskii and Molostvov (1990)), in classical problems of identifying parameters of a model to match the experimental data, etc. (see also e.g., Hwang and Masud (1979), Podinovskii and Nogin (1982), Yemelianov and Larichev (1985), Yu (1985), Levandovski and Volkovich (1991), Steuer (1986) and the references given therein).

Keywords

Real Axis Limit Point Multiobjective Optimization Lipschitz Constant Trial Point 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 2000

Authors and Affiliations

  • Roman G. Strongin
    • 1
  • Yaroslav D. Sergeyev
    • 1
    • 2
  1. 1.Nizhni Novgorod State UniversityNizhni NovgorodRussia
  2. 2.Institute of Systems Analysis and Information TechnologyUniversity of CalabriaRendeItaly

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