A DECOMPOSITION-COORDINATION METHOD FOR COMPLEX MULTI-OBJECTIVE SYSTEMS

F. Miguel, T. Gómez, M. Luque (), F. Ruiz and R. Caballero
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F. Miguel: Department of Applied Economics (Mathematics), University of Málaga, Campus El Ejido s/n. 29071-Málaga, Spain
T. Gómez: Department of Applied Economics (Mathematics), University of Málaga, Campus El Ejido s/n. 29071-Málaga, Spain
M. Luque: Department of Applied Economics (Mathematics), University of Málaga, Campus El Ejido s/n. 29071-Málaga, Spain
F. Ruiz: Department of Applied Economics (Mathematics), University of Málaga, Campus El Ejido s/n. 29071-Málaga, Spain
R. Caballero: Department of Applied Economics (Mathematics), University of Málaga, Campus El Ejido s/n. 29071-Málaga, Spain

Asia-Pacific Journal of Operational Research (APJOR), 2009, vol. 26, issue 06, 735-757

Abstract: The generation of Pareto optimal solutions for complex systems with multiple conflicting objectives can be easier if the problem can be decomposed and solved as a set of smaller coordinated subproblems. In this paper, a new decomposition-coordination method is proposed, where the global problem is partitioned into subsystems on the basis of the connection structure of the mathematical model, assigning a relative importance to each of them. In order to obtain Pareto optimal solutions for the global system, the aforementioned subproblems are coordinated taking into account their relative importance. The scheme that has been developed is an iterative one, and the global efficient solutions are found through a continuous information exchange process between the coordination level (upper level) and the subsystem level (lower level). Computational experiments on several randomly generated problem instances show that the suggested algorithm produces efficient solutions within reasonable computational times.

Keywords: Decision analysis; multi-objective; non-linear programming; complex systems (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1142/S0217595909002444

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