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Experiments with an interactive paired comparison simplex method for molp problems

  • III|Interactive Optimization and Microcomputers
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Abstract

In this paper, an interactive paired comparison simplex based method formultiple objective linear programming (MOLP) problems is developed and compared to other interactive MOLP methods. The decision maker (DM)’s utility function is assumed to be unknown, but is an additive function of his known linearized objective functions. A test for ‘utility efficiency’ for MOLP problems is developed to reduce the number of efficient extreme points generated and the number of questions posed to the DM. The notion of ‘strength of preference ’ is developed for the assessment of the DM’s unknown utility function where he can express his preference for a pair of extreme points as ‘strong ’, ‘weak ’, or ‘almost indifferent ’. The problem of ‘inconsistency of the DM’ is formalized and its resolution is discussed. An example of the method and detailed computational results comparing it with other interactive MOLP methods are presented. Several performance measures for comparative evaluations of interactive multiple objective programming methods are also discussed.

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Malakooti, B., Ravindran, A. Experiments with an interactive paired comparison simplex method for molp problems. Ann Oper Res 5, 575–597 (1986). https://doi.org/10.1007/BF02739240

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