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The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation

Author

Listed:
  • Ralph E. Steuer

    (University of Georgia, Athens, Georgia)

  • Minghe Sun

    (University of Texas at San Antonio, San Antonio, Texas)

Abstract

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.

Suggested Citation

  • Ralph E. Steuer & Minghe Sun, 1995. "The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation," Operations Research, INFORMS, vol. 43(4), pages 641-648, August.
  • Handle: RePEc:inm:oropre:v:43:y:1995:i:4:p:641-648
    DOI: 10.1287/opre.43.4.641
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    Cited by:

    1. Abdelaziz, Fouad Ben, 2012. "Solution approaches for the multiobjective stochastic programming," European Journal of Operational Research, Elsevier, vol. 216(1), pages 1-16.
    2. Ringuest, Jeffrey L. & Graves, Samuel B., 2000. "A sampling-based method for generating nondominated solutions in stochastic MOMP problems," European Journal of Operational Research, Elsevier, vol. 126(3), pages 651-661, November.
    3. Vetschera, Rudolf, 1996. "Multi-criteria agency theory," Discussion Papers, Series I 280, University of Konstanz, Department of Economics.
    4. Medaglia, Andres L. & Graves, Samuel B. & Ringuest, Jeffrey L., 2007. "A multiobjective evolutionary approach for linearly constrained project selection under uncertainty," European Journal of Operational Research, Elsevier, vol. 179(3), pages 869-894, June.
    5. Sun, Minghe, 2005. "Some issues in measuring and reporting solution quality of interactive multiple objective programming procedures," European Journal of Operational Research, Elsevier, vol. 162(2), pages 468-483, April.
    6. Hassanzadeh, Farhad & Nemati, Hamid & Sun, Minghe, 2014. "Robust optimization for interactive multiobjective programming with imprecise information applied to R&D project portfolio selection," European Journal of Operational Research, Elsevier, vol. 238(1), pages 41-53.
    7. Smimou, K., 2014. "International portfolio choice and political instability risk: A multi-objective approach," European Journal of Operational Research, Elsevier, vol. 234(2), pages 546-560.
    8. Farhad Hassanzadeh & Hamid Nemati & Minghe Sun, 2013. "Robust Optimization for Interactive Multiobjective Programming with Imprecise Information Applied to R&D Project Portfolio Selection," Working Papers 0194mss, College of Business, University of Texas at San Antonio.

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