519.85 Method of finding non-dominant solutions in decomposition problems

Kiselev V. V. (Bauman Moscow State Technical University)

MATHEMATICAL PROGRAMMING, LARGE DIMENSION, PARETO–OPTIMALITY, DECOMPOSITION, MONOTONICITY


doi: 10.18698/2309-3684-2022-1-129140


The article discusses the method of finding optimal solutions in the presence of a model of a complex technical system in the optimal design problem. The method is based on the use of nondominable, lambda optimal solutions and is a generalization of the method of Krasnoshchekov P.S., Morozov V.V., Fedorov V.V. [1]. The method allows in many cases (for lambda monotone objective functions) to reduce the number of calculations and reduce the dimension of the original problem. A numerical method for constructing lambda optimal solutions has been developed. A numerical example is given in which it is shown that the number of lambda optimal solutions consists of a single point, and the set of Pareto–optimal solutions is a curve on which it is necessary to build an ε–network to find the optimal solution.


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