Decomposition of the problem of approximating the Edgeworth–Pareto hull
    
    
  
  
  
      
      
      
        
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 10, pp. 1681-1693
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              For nonlinear block separable multicriteria optimization (MCO) problems, a decomposition method is proposed that simplifies the approximation of the Edgeworth–Pareto hull (EPH), i.e., the maximum (by inclusion) set having the same Pareto frontier as the set of feasible criteria vectors in the MCO problem. A two-level system is considered that consists of an upper coordinating level and lower-level subsystems interacting via the upper level. It is assumed that the criteria are related to the upper-level variables. According to the method, preliminarily constructed approximations to block EPHs are used to obtain an EPH approximation for the whole MCO problem. As an example, the EPH for an MCO problem arising in estimating the potential possibilities of water resource management for a cascade of reservoirs is constructed.
            
            
            
          
        
      @article{ZVMMF_2015_55_10_a6,
     author = {A. V. Lotov},
     title = {Decomposition of the problem of approximating the {Edgeworth{\textendash}Pareto} hull},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1681--1693},
     publisher = {mathdoc},
     volume = {55},
     number = {10},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_10_a6/}
}
                      
                      
                    TY - JOUR AU - A. V. Lotov TI - Decomposition of the problem of approximating the Edgeworth–Pareto hull JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2015 SP - 1681 EP - 1693 VL - 55 IS - 10 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_10_a6/ LA - ru ID - ZVMMF_2015_55_10_a6 ER -
A. V. Lotov. Decomposition of the problem of approximating the Edgeworth–Pareto hull. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 55 (2015) no. 10, pp. 1681-1693. http://geodesic.mathdoc.fr/item/ZVMMF_2015_55_10_a6/
