Abstract—This paper proposes a new interactive iterative procedure of searching for a preferred solution of a complicated non-linear multi-criteria optimization problem, in which global optimization of the scalarizing functions of criteria is too difficult because of numerous local extrema of the function and other reasons. In the suggested procedure, instead of global optimization of the scalarizing function of criteria, a large number of local optimization problems are solved on each iteration, while the set of starting points of local optimization processes is generated in a small neighborhood of the decision inherited from the previous iteration and the type of the scalarizing function of varies from iteration to iteration. The proposed procedure, named the Inherited Decisions Method, was applied for multi-criteria selection of rules for controlling the Angara cascade of reservoirs, while the rules are described by hundreds of parameters and the problem is characterized by more than two dozen decision criteria.

中文翻译：

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具有标量函数局部优化的继承起始点的多准则决策过程

摘要—本文提出了一种新的交互式迭代程序，用于寻找复杂的非线性多准则优化问题的首选解决方案，该准则中，由于函数的局部极值过多，准则的标量函数的全局优化太困难了原因。在建议的过程中，不是对准则的标量函数进行全局优化，而是在每次迭代中解决了大量局部优化问题，而局部优化过程的起始点集却是在继承自决策的较小邻域中生成的先前的迭代和scalarizing函数的类型随迭代而变化。建议的过程称为“继承的决策方法”，