1. A concurrent gradients analysis method for determination of an area of simultaneous improvement of all objective functions considered in a multi-dimensional domain; said area corresponding to a given initial point and all objective functions; the method comprising the steps of: a) estimating gradients for all objective functions at the initial point via a method of gradients' estimation; b) formulating equations of planes that are perpendicular to corresponding gradient vectors; c) formulating a system of inequalities based on said plane equations, which determines said area of simultaneous improvement of all objective functions.