Multi-criteria decision making procedure with an inherited set of starting points of local optimization of scalar functions of criteria

The paper is devoted to a new dialogue iterative procedure of search for a preferred solution of a complicated non-linear multi-criteria optimization problem, in the framework of which global optimization of a scalar function of criteria is too complicated because of numerous local extrema of the function and for other reasons. In the procedure proposed in the paper, instead of global optimization of a scalar function of criteria, a large number of local optimization problems is 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. Moreover, the type of the scalar function of criteria varies from iteration to iteration. The proposed procedure has got the name “Method of the Heritable Decision” (MHD). Experience of application of the MHD procedure in the framework of multi-criteria development of control rules of the water reservoir cascade located at the main flow of the Angara River is described. The problem of control rule development contains as a part the task of regulation of the level of the Lake Baikal and is described by the model which includes hundreds of parameters of control rules and is related to more, than two dozen of decision criteria.