Interactive satisfying decomposition method of multiobjective optimization for nonlinear large-scale systems

An interactive two-level algorithm is presented and an interactive threelevel algorithm is also proposed. They are both called Interactive Satisfying Decomposition Method (ISDM). The problem of multiobjective optimization is simplified to that of scalar objective optimization by weighted Tchebycheff procedure. Decision space is decomposed by the decomposition and coordination method, while objective Space is decomposed by introducing the surrogate worth objective into the subsystems, so that the system dimension is reduced significantly. Both whole benefits and local benefits are considered. Man-machine interaction is realized by the aspiration level method. ISDM has the characteristics of some intelligence, requiring less internal computer memories, but with fast convergence speed. A numerical example is given to show that ISDM is practical and efficient.