A quasi-Monte Carlo method for multicriteria design optimization

The Quasi-Random Weighed Criteria method is proposed for multicriteria design optimization. This quasi-Monte Carlo method has increased computational efficiency and is particularly suitable for exploring alternative design configurations, or alternative strategies in controller design. A quasi-random sequence of test points generates a set of candidate solutions representative of the range of available solutions for each design alternative. The method can be used recursively to produce more detailed Pareto surface descriptions near selected points. The new concept of the meta Pareto set is introduced to represent the best compromise solutions for all design alternatives under consideration. A linear controller design is included as an illustrative application.