An evolutionary approach to support decision making with linear decision models

In this paper the authors consider decision problems that can be described as linear decision models. These models have been traditionally solved using linear programming, fuzzy linear programming, multiple-objective linear programming of ‘what-if’ analysis. Using these approaches, one encounters a number of difficulties. The authors propose an ‘evolutionary approach’ to overcome these difficulties. In the proposed approach the decision maker does not have to precisely specify the model (i.e. the objective functions, the RHS values, etc.) at the beginning of the solution procedure. In fact, the model evolves as the solution procedure proceeds.