Luque, Mariano; Ruiz, Francisco; Steuer, Ralph E. - In: European Journal of Operational Research 204 (2010) 3, pp. 557-564
In this paper, we describe an interactive procedural algorithm for convex multiobjective programming based upon the Tchebycheff method, Wierzbicki's reference point approach, and the procedure of Michalowski and Szapiro. At each iteration, the decision maker (DM) has the option of expressing his...