The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation

In this paper we study the parameter space investigation method of I. M. Sobol and R. B. Statnikov. The method is a “random hitting” procedure for solving the kinds of small, but difficult, multiple objective nonlinear programming problems often encountered in engineering design and optimal control. Sobol and Statnikov have argued the effectiveness of their approach and its application possibilities. In this paper, we computationally test the parameter space investigation method to examine the extent to which claims about their method can be substantiated.