Multi-Objective Interactive Programming
- 1 June 1980
- journal article
- research article
- Published by Taylor & Francis in Journal of the Operational Research Society
- Vol. 31 (6) , 517-523
- https://doi.org/10.1057/jors.1980.95
Abstract
This paper proposes a method for finding optimal, or near optimal, solutions for problems involving m objective functions, where there is an overall criterion which is a weighted sum of the m objective functions, but where the weights are, initially, unknown. The process is an interactive one, beginning with a set within which the actual weighting vector is known to lie, and progressively cutting down the size of the set until an acceptable solution is found. A by-product of the procedure is an iterative method for finding the generators of the polyhedral cones, within which the weighting vector must lie, at each stage.Keywords
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