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An interactive method for multiple-objective mathematical programming problems

  • W. S. Shin
  • A. Ravindran
Contributed Papers

Abstract

An interactive method is developed for solving the general nonlinear multiple objective mathematical programming problems. The method asks the decision maker to provide partial information (local tradeoff ratios) about his utility (preference) function at each iteration. Using the information, the method generates an efficient solution and presents it to the decision maker. In so doing, the best compromise solution is sought in a finite number of iterations. This method differs from the existing feasible direction methods in that (i) it allows the decision maker to consider only efficient solutions throughout, (ii) the requirement of line search is optional, and (iii) it solves the problems with linear objective functions and linear utility function in one iteration. Using various problems selected from the literature, five line search variations of the method are tested and compared to one another. The nonexisting decision maker is simulated using three different recognition levels, and their impact on the method is also investigated.

Key Words

Multiple-objective optimization mathematical programming interactive methods tradeoff cutting plane 

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Copyright information

© Plenum Publishing Corporation 1991

Authors and Affiliations

  • W. S. Shin
    • 1
  • A. Ravindran
    • 2
  1. 1.Department of Industrial EngineeringMississippi State University
  2. 2.University of OklahomaNorman

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