An Interactive Multiple Objective Linear Programming Method for a Class of Underlying Nonlinear Utility Functions
提出一种交互式多目标线性规划方法,假设未知的伪凹效用函数满足一般性质,解决了先前版本的技术问题,并总结了实践应用经验。
This paper develops a method for interactive multiple objective linear programming assuming an unknown pseudo concave utility function satisfying certain general properties. The method is an extension of our earlier method published in this journal (Zionts, S., Wallenius, J. 1976. An interactive programming method for solving the multiple criteria problem. Management Sci. 22 (6) 652–663.). Various technical problems present in predecessor versions have been resolved. In addition to presenting the supporting theory and algorithm, we discuss certain options in implementation and summarize our practical experience with several versions of the method.