An interactive projection method for multicriteria optimization problems

Multicriteria optimization problems are addressed in the context of relaxation-projection techniques. The paper discusses theoretical and practical aspects of a new methodology for solving (interactively) decision problems with multiple objective functions. Relaxation and projection are shown to constitute a suitable basis through which a decisionmaker can develop his apprenticeship about the behavior of the problem under consideration. As an application, a deterministic biobjective model of the stochastic short-term scheduling of thermoelectric plants is introduced and the corresponding biobjective optimization problem is solved with the relaxation-projection approach.