A Tradeoff Cut Approach to Multiple Objective Optimization

There is a need to develop user-oriented math programming techniques for resolution of decision problems in which several objectives must be considered. One approach, the Geoffrion-Dyer-Feinberg algorithm, allows interaction between the computer and the decision maker during the solution process. The interactive approach is adopted in this paper. However, our approach focuses on reducing the feasible region of the decision space rather than improving the stored image of the overall preference function. In so doing, the problem is reduced to a series of pairwise tradeoffs between the objectives. This obviates the need for any type of choice among vectors on the part of the decision maker and stays reasonably within his capability to supply necessary information for problem solution.