The design and optimization of a large-scale systems are the most difficalt problems. A large-scale system consists of a number of subsystems. For example, in a harvest for harvesting one can separate the following subsystems: the frame, driver's cab, platform, engine, transmission, and steering system. Different departments of the design office engaged in creating a machine optimize their ‘own’ subsystems, while ignoring others. A machine assembled from ‘autonomously optimal’ subsystems turns out to be far from perfect. A machine is a single whole. When improving one of its subsystems, we can unwittingly worsen others. This implies that it is not always possible to solve optimization problems directly even for determination of the feasible solution set. The correct determination of the feasible solution set was a major challenge in engineering optimization problems. In order to construct the feasible solution set, a method called the Parameter Space Investigation (PSI) has been created and successfully integrated into various fields of industry, science, and technology. The methods of approximation of the feasible solution and Pareto optimal sets and the regularization of the Pareto optimal set are described in our paper. These methods are applied to solving the multicriteria optimization problems of large- scale systems. For example, they were applied in an agricultural engineering to a harvester for harvesting design.