An Interactive Goal-Programming Method for Non-Linear Multiple-Criteria Decision-Making Problems

摘要

An interactive goal-programming method is presented in which the constrained multiple-objective problem is converted into a sequence of unconstrained single-objective problems. The decision maker specifies a set of desired values for the objectives, and the deviation from these values is minimized in the least squares sense. At each iteration (i.e., after each unconstrained single-objective problem is solved) the decision maker is presented with the results and (if the present solution is not satisfactory) asked for which objectives he/she is willing to accept lower values than those specified earlier. The constraints are treated in the same way was the objectives, but their 'desired values' are kept fixed. It is shown that under suitable conditions the method converges to a Pareto-optimum.