The interactive decomposition method for multiobjective linear programming and its applications

In this paper, an interactive step trade-off decomposition method (simply, ISTDM) for solving large scale multiobjective linear programming with the coupled block-diagonal structure (simply, DMOLP) and its applications are proposed. In the present proposed method, the efficient solutions of DMLOP are generated step by step through an auxiliary problem, and the preferred solution is found in an interactive procedure. As a result of the decomposition of the decision space and the objective space of DMOLP at the same time, the required computer memory is greatly reduced and the procedure for decision analysis is simplified. The applications of the ISTDM to the production planning of an oil refinery is illustrated in the last two sections.