Guaranteed synthesis of scalar criterion for multicriteria optimization problem

Authors

  • S. A. Smirnov
  • I. S. Gontarenko

Abstract

A generalized criterion for the multicriteria optimization problem has been constructed with interval estimations of weighting coefficients. The most unfavorable point estimation for choice of guaranteed solution has been found. The geometric structure of indifference surface in the criteria space is described.

Author Biographies

S. A. Smirnov

Smirnov S.A.

I. S. Gontarenko

Gontarenko I.S.

Issue

Section

Methods of optimization, optimum control and theory of games