An Interactive Multiple Criteria Decision Supporting Tool With Application To a Simplified Regional-development Problem

In this paper, an interactive multiple criteria decision supporting algorithm is proposed which combines a Pareto solution determination method based on the reference point technique of Wierzbicki (1982) with the use of an interactively updated explicit utility function. This function which is recursively updated by the decision makers of the problem is used to represent their preferences among the various objectives of the problem to be solved. The maximization of the non linear utility function is done through an original procedure which works in a progressively enlarged optimization space of small dimension. This procedure makes the algorithm efficient even for large scale problems. Finally, an application of the algorithm to a simplified regional development problem is presented.