Molp with an interactive assessment of a piecewise linear utility function
Jacquet-Lagreze, Eric; Meziani, Rachid; Slowinski, Roman (1987), Molp with an interactive assessment of a piecewise linear utility function, European Journal of Operational Research, 31, 3, p. 350-357. http://dx.doi.org/10.1016/0377-2217(87)90044-0
TypeArticle accepté pour publication ou publié
Journal nameEuropean Journal of Operational Research
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Abstract (EN)The paper presents a methodology for Multi-Objective Linear Programming (MOLP) problems. It relies on three steps: (1) Generation of a subset of feasible efficient solutions (from 10 to 50) as representative as possible of the efficient set. (2) Assessment of an additive utility function using an interactive method (Prefcalc). (3) Optimization of the additive utility function on the original set of feasible alternatives. Following this methodology enables the user to find compromise solutions which can be different from the vertices. It is particularly adapted for large scale linear programs where traditional multiobjective methods would be too costly to use, since the interactive phase is limited to step 2, using Prefcalc on a micro-computer. A micro-computer version of the method (Prefchat) is available.
Subjects / KeywordsMultiple criteria linear programming; interactive method; utility function; decision making
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