A simulation based study of modifications to the Zionts-Wallenius algorithm for multiple objective linear programming

The Zionts-Wallenius method for multiple objective linear programming is an interactive technique for a class of underlying non-linear utility functions. In this paper, several modifications to the Zionts-Wallenius algorithm are proposed. The main goal in introducing these modifications is to reduce the number of questions asked of the decision maker. Each modification is evaluated empirically using computer simulation. The results indicate that implementation of the modifications produced a substantial decrease in the number of questions asked of a decision maker without increasing computational effort or degrading solution quality.