AN INTERACTIVE METHOD TO SOLVE MULTIPLE OBJECTIVE DECISION MAKING PROBLEMS

摘要

Multiple Objective Decision Making (MODM) is one of the most promising areas in the domain of decision making. In this paper, a new method to solve MODM problems is developed by starting from an infeasible utopian point and moving towards a feasible region via stepwise movements through continuous interaction with Decision Maker (DM). We consider the case where all objective functions and constraints are linear. The implementation of the proposed method of this paper is demonstrated with two numerical examples.