Multi-Objective Optimization Method by Satisfaction and Min-Max

Abstract

Multi-objective decision problems have been widely studied aspreference optimization of a system with plural objectives. In particular, interactive optimization methods are very practical in which the prefernce optimization is achieved successively by solving subsidiary mathematical programming problems, based on the local informations about a decisionmaker’s preference. In this category there exist the interactive Frank-Wolfe method [3], the SWT method [4], the interactive constrained simplex method[5,8], the interactive preference optimization method using ellipsoid method [9], etc.