Interactive bilevel multi-objective decision making

From a perspective of non-linear bilevel multi-objective decision-making problem (BMDMP) of the leader–follower Stackelberg game, this paper presents a two-person bilevel multi-objective decision-making model and an interactive algorithm for solving the problem. The algorithm simplifies a BMDMP by transforming it into separate multi-objective decision-making problems at the upper- and lower-levels, thereby avoiding the difficulty associated with non-convex mathematical programming to arrive at an optimal solution. In addition, the authors put forward the satisfactoriness concept as the upper level decision maker's preference. The algorithm facilitates the interactive nature of bilevel multi-objective decision making for non-inferior solutions. Thus, the algorithm provides a way to solve BMDMP.