THE PARAMETER SPACE INVESTIGATION METHOD OF MULTIPLE-OBJECTIVE NONLINEAR-PROGRAMMING - A COMPUTATIONAL INVESTIGATION

成果类型:
Article
署名作者:
STEUER, RE; SUN, MH
署名单位:
University of Texas System; University of Texas at San Antonio
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.43.4.641
发表日期:
1995
页码:
641-648
关键词:
摘要:
In this paper we study the parameter space investigation method of I. M. Sobol and R. B. Statnikov. The method is a ''random hitting'' procedure for solving the kinds of small, but difficult, multiple objective nonlinear programming problems often encountered in engineering design and optimal control. Sobol and Statnikov have argued the effectiveness of their approach and its application possibilities. In this paper, we computationally test the parameter space investigation method to examine the extent to which claims about their method can be substantiated.