A Hybrid Approach to Multi-objective Linear Optimization

The purpose of this paper is to develop a hybrid and practical man-machine interactive approach to solving linear programmes involving more than one objective function. The approach incorporates all the strengths and avoids the weaknesses of some existing methods. It uses the solution of a two-person zero-sum game with mixed strategies to generate efficient solutions, and then proceeds to modify the feasible region using responses from the decision-maker. The cycle is repeated until a satisfactory solution is found. An example from the literature is solved using the proposed method in order to demonstrate its applicability. A microcomputer implementation of the method is described, with illustrations from actual screen displays. A comparison of the proposed method with 14 other existing methods is also presented.