Showing papers on "Multi-objective optimization published in 1983"
TL;DR: In this paper, the authors give an overview of the optimization strategies that are required when designing chemical processes in which the existence of regions of feasible steady-state operation must be ensured in the face of parameter variations.
192 citations
TL;DR: A class of design optimization problems where an outer optimization is constrained by an inner one is presented, and a single level solution algorithm is introduced that shows promise for finding a local optimum very quickly.
117 citations
TL;DR: In this article, a model for the representation and comparison of design alternatives which puts energy efficiency in a context of performances in other criteria is proposed, which utilizes notions of decision and performance spaces and multicriteria Pareto optimization.
83 citations
TL;DR: In this paper, a Pareto optimization problem formulation for the classic building design problem of choosing a building form, enclosure and siting given several different and conflicting performance requirements is described, where the problem is defined as the determination of the fenestration, insulation, shape, massing and orientation of an air-conditioned parallelepiped office building for thermal, daylight, cost and spatial efficiency demands.
Abstract: A Pareto optimization problem formulation is described for the classic building design problem of choosing a building form, enclosure and siting given several different and conflicting performance requirements. The problem is defined as the determination of the fenestration, insulation, shape, massing and orientation of an air-conditioned parallelepiped office building for thermal, daylight, cost and spatial efficiency demands. The problem formulation uses a form of Pareto optimal dynamic programming optimization. It is shown that computational feasibility depends on the ordering of stages in the formulation to minimize the dimension of Pareto sets in the output states as well as the standard dynamic programming conditions of monotonicity and separability.
26 citations
TL;DR: Methods for multicriteria dynamic problems are reviewed that transform a problem into a series of single-objective problems that motivates problem simplification by decomposing the overall decision-making problem according to relative time scales.
16 citations
13 citations
12 citations
TL;DR: A tutorial introduction to Markowitz's basic idea of mean‐variance efficient portfolios and his critical‐line method for obtaining them and a new and simpler approach to implementation of critical line method is given.
Abstract: Optimal Portfolio Theory, as developed during the last twenty‐seven years, represents an important application of mathematics to a very useful field and as such should find its proper place in the education of mathematicians, economists, actuaries, business managers, scientists and engineers. The present article gives a tutorial introduction to Markowitz's basic idea of mean‐variance efficient portfolios and his critical‐line method for obtaining them. A new and simpler approach to implementation of critical line method is given. Some ideas from Pareto optimization are used to get a better insight into the theory. Implication of Maximum Expected Utility and other possible criteria are discussed. The last section gives a list of open problems in the field.
10 citations
01 Jan 1983
TL;DR: In comparison with “standard” optimization techniques MCDM (multiple criteria decision making) procedures do not need an explicitly specified scalar-valued preference function.
Abstract: At least several objectives (goals, targets) are usually involved in a macroeconomic policy decision problem. In comparison with “standard” optimization techniques MCDM (multiple criteria decision making) procedures do not need an explicitly specified scalar-valued preference function. In an interactive algorithm the decision maker communicates with the computer. Pieces of information about his local preferences are supplied by the decision maker in each iteration. An optimal solution of the decision problem is reached in a finite number of iterations.
7 citations
TL;DR: This paper proposes an approach to helping determine proper parameters in linear control system design by the state space methods by applying an interactive optimization method called the Interactive Simplex method to search the most suitable parameters directly in the parameter space.
4 citations
TL;DR: The interactive multiabjective decision making technique presented in this paper is based on the surrogate worth trade-off (SWT) method, but it only requires the decision maker to declare whether he is willing to proceed with the trade-offs, which makes it easier for him to answer questions raised by the analyst.
01 Sep 1983
TL;DR: The weighting anc constraint techniques are presented as ways of practically implementing an optimization process for a vectors of cost functions to generate a Pareto optimal or non-dominated solution set.
Abstract: : Multiple Objective Optimization Theory (MOOT) techniques are receiving increasing attention due to their ability to incorporate salient non-commensurate and conflicting objectives of an analysis or design situation into the choice making process A common implementation of MOOT is by way of a vector optimization process Vector Optimization is used for generating optimum solutions for alternatives which extremize the components of a vectors of objective functions or performance indices The weighting anc constraint techniques are presented as ways of practically implementing an optimization process for a vectors of cost functions to generate a Pareto optimal or non-dominated solution set Computer programs are discussed which accomplish the vectors optimization process for the parameter optimization class of linear problems (MOOTLP) and non-linear problems (PROCES) A bibliographic summary of recent vector optimization efforts is included (Author)
01 Jan 1983
TL;DR: It is shown, how it can be used to construct algorithms for maximizing the principal eigenvalue of quazi-nonnegative matrices, and a control problem with average cost criterion such that the minimal cost coincides with the principal Eigenvalue.
Abstract: The problem of choosing a matrix with maximal Perron-Frobenius eigenvalue and its extensions were studied in a series of papers ([4] – [5]). Recently, the connection between principal eigenvalues of operators and stochastic control has received attention in the works of W.H.Fleming, S.K.Mitter, I.Karatzas. They find a control problem with average cost criterion such that the minimal cost coincides with the principal eigenvalue.The control problem for the case when the operator is a quazi-nonnegative matrix can be found in [2]. In the present paper we shall show, how it can be used to construct algorithms for maximizing the principal eigenvalue of quazi-nonnegative matrices.
01 Jan 1983
TL;DR: This paper uses Fuzzy Set Theory as a vehicle to cope with imprecisions in designer informations and uses linguistic procedures in which only linguistic informations are available to optimize multicriteria formulations.
Abstract: This paper deals with multicriteria optimization methods in control system design. Multicriteria formulations are adopted to elude the well known difficulties in selection of appro piated functionals to optimize. Interactive methods are proposed and the conditions for successful designer interactions are considered. We propose two different interactives man-machine algorithms. The first one produces a sequence of vector weights to be used in scalar (one-tunctional) optimal control problems. Convergence to the “preferred” solution is assured for linear – systems with quadratic criteria. In the second one we use Fuzzy Set Theory as a vehicle to cope with imprecisions in designer informations. In particular, we use linguistic procedures in which we assume that only linguistic informations are available. We present numerical examples in which optimal control laws for linear systems with quadratic criteria, are determined.
TL;DR: In this paper, the authors use the aspiration levels specified by the decision maker and guiding the selection of a model solution for rational decision-making in game-theoretical models with multiple equilibria.