| Article ID: | iaor19981064 |
| Country: | Netherlands |
| Volume: | 82 |
| Issue: | 1 |
| Start Page Number: | 111 |
| End Page Number: | 124 |
| Publication Date: | Apr 1995 |
| Journal: | European Journal of Operational Research |
| Authors: | Spronk Jaap, Goedhart Marc H. |
| Keywords: | programming: goal, decision theory: multiple criteria |
When solving financial planning problems with multiple goals by means of multiple objective programming, the presence of fractional goals leads to technical difficulties. In this paper we present a straightforward interactive approach for solving such linear fractional programs with multiple goal variables. The approach is illustrated by means of an example in financial planning.