Showing papers on "Multi-objective optimization published in 1973"

Mathematical Programs with Optimization Problems in the Constraints

Abstract: This paper considers a class of optimization problems characterized by constraints that themselves contain optimization problems. The problems in the constraints can be linear programs, nonlinear programs, or two-sided optimization problems, including certain types of games. The paper presents theory dealing primarily with properties of the relevant functions that result in convex programming problems, and discusses interpretations of this theory. It gives an application with linear programs in the constraints, and discusses computational methods for solving the problems.

Stochastic optimization problems with nondifferentiable cost functionals

Abstract: In this paper, we examine a class of stochastic optimization problems characterized by nondifferentiability of the objective function. It is shown that, in many cases, the expected value of the objective function is differentiable and, thus, the resulting optimization problem can be solved by using classical analytical or numerical methods. The results are subsequently applied to the solution of a problem of economic resource allocation.

A combined decomposition and coordination method in large dimension optimization problems

Abstract: In this article, the authors present a method for the decomposition of complex problems which uses as coordination magnitudes the variables of interconnection between subsystems and the associated Lagrangian parameters. This method thus uses a combined coordination by simultaneous action on the criterion function and on the model of each subsystem. The principles of the method are discussed along with static and dynamic optimization problems while defining the local lower-level optimization subproblems, proposing coordinating algorithms for the higher level, and presenting the con vergence studies relative to these algorithms.