Multiobjective Linear Programming

The paper presents an interactive menu driven decision support system for Multiobjective Linear Programming (MOLP) problems. The main contribution of the system lies in the ease of interaction between the decision maker (DM) and the system which is achieved, in contrast with other systems, by DM directed construction of a weak order on system variables and objectives. In the interactive stage the DM points out which objective functions are to be improved relative to the candidate solutions presented. No tradeoff evaluations are required from the DM. In addition, priorities/preferences of variables and objectives can be modified throughout the solution process.