A combined weight-update and aspiration-level interactive method for multiple objective linear programming

In this paper an aspiration-level method for multiple objective linear programming is developed. In this method, a quadratic distance function is minimized over an efficient face of a multiple objective linear programming problem. The solution to such quadratic programming model is an efficient point that is ‘nearest’ to a given aspiration level. An efficient face is determined by an efficient weight vector generated by a weight-update algorithm. A combined weight-update and aspiration-level interactive method is then presented. The main purpose of the combined methods is to allow a decision maker to control the selection of preferred solution by jumping from one efficient face to another. A decision support system is also developed to implement the combined methods.