An entropy target-point approach to multiobjective programming

In this paper, we present a method for solving multiple objective programming problems. The method can be interpreted as a ‘distance’ method, i.e. the method minimizes the ‘distance’ from a target point specified by the decision maker. The auxiliary ‘distance’ objective we use in our method is the entropy function. With this choice of auxiliary objective, we obtain a computationally efficient method. This algorithmic efficiency is especially emphasized when the method is to be used in an interactive scheme where the auxiliary problem has to be solved repeatedly for a number of different target points. Another attractive feature of the choice of an entropy auxiliary objective function is that it generates stable solutions.

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