GENERATING PARETO-OPTIMAL ALTERNATIVES BY A NONFEASIBLE HIERARCHICAL METHOD

A hierarchical algorithm for generating Pareto-optimal alternatives fo r convex multicriteria problems is derived. At the upper level, values for Lagrange multipliers of the coupling constraints are first given. Then at the subsystems, Pareto-optimal values are determined for the subsystem objectives, whereby an additional term or an additional obje ctive is included due to the Lagrange multipliers. In the subsystem op timizations, the coupling equations between the subsystems are not sat isfied; therefore, the method is called nonfeasible. Finally, the uppe r level checks which of the subsystem solutions satisfy the coupling c onstraints; these solutions are Pareto-optimal solutions for the overa ll system.