Patent ID: 7139741

Claim:
A mathematical programming method for controlling a system of interest utilizing a computer comprising the steps of: defining a common decision space by identifying decision variables as controllable parameters of the system of interest; developing a set of objective functions as piecewise defined functions, each objective function being dependent on at least one of the decision variables such that each objective function corresponds to a goal, said objective function being based on an underlying expression, each objective function having a plurality of pieces, each piece relatable to an interior function having a piece maximum value, each objective function having only one piece for each combination of decision variables values; establishing a priority weight for each objective function in accordance with user preference regarding the goal corresponding to the objective function; developing a value function as a set of additive preferences based on the set of objective functions and the priority weights; searching through the common decision space to find the values of the decision variables that maximize the developed value function; and executing the controllable parameters of the system of interest dictated by the found decision variable values.