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A WIN-WIN approach to multiple objective linear programming problems

Author

Listed:
  • H V Junior

    (Aeronautics Technological Institute—ITA)

  • M P E Lins

    (COPPE—Federal University of Rio de Janeiro)

Abstract

Interactive decision making arose as a means to overcome the uncertainty concerning the decision maker's (DM) value function. So far the search is confined to nondominated alternatives, which assumes that a win–lose strategy is adopted. The purpose of this paper is to suggest a complementary interactive algorithm that uses an interior point method to solve multiple objective linear programming problems. As the algorithm proceeds, the DM has access to intermediate solutions. The sequence of intermediate solutions has a very interesting characteristic: all of the criteria are improved, that is, a solution , that follows another solution , has the values of all objectives greater than those of . This WIN-WIN feature allows the DM to reach a nondominated solution without making any trade-off among the objective functions. However, there is no impediment in proceeding with traditional multiobjective methods.

Suggested Citation

  • H V Junior & M P E Lins, 2009. "A WIN-WIN approach to multiple objective linear programming problems," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(5), pages 728-733, May.
    • Handle: RePEc:pal:jorsoc:v:60:y:2009:i:5:d:10.1057_palgrave.jors.2602589
    DOI: 10.1057/palgrave.jors.2602589
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    References listed on IDEAS

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    1. Abel, Ami & Korhonen, Pekka, 1996. "Using aspiration levels in an interactive interior multiobjective linear programming algorithm," European Journal of Operational Research, Elsevier, vol. 89(1), pages 193-201, February.
    2. JosÉ Figueira & Salvatore Greco & Matthias Ehrogott, 2005. "Multiple Criteria Decision Analysis: State of the Art Surveys," International Series in Operations Research and Management Science, Springer, number 978-0-387-23081-8, April.
    3. Arbel, Ami & Korhonen, Pekka, 2001. "Using objective values to start multiple objective linear programming algorithms," European Journal of Operational Research, Elsevier, vol. 128(3), pages 587-596, February.
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