A NONLINEAR COMPROMISE SCHEME IN MULTICRITERIA EVALUATION AND OPTIMIZATION PROBLEMS

摘要

The concept of a nonlinear compromise scheme in multicriteria problems of evaluation and optimization is presented. It is shown that the problem is to approximate correctly the utility function and construct a substantial mathematical model (scalar convolution) adequate to the given situation to solve various multicriteria problems. In analysis problems, this convolution is an objective function. Its extremization results in a compromise-optimal vector of arguments. An illustrative example is given.