A classification of the weighting schemes in reference point procedures for multiobjective programming

The reference point-based methods form one of the most widely used class of interactive procedures for multiobjective programming problems. The achievement scalarizing functions used to determine the solutions at each iteration usually include weights. In this paper, we have analysed nine weighting schemes from the preferential point of view, that is, examining their performance in terms of which reference values are given more importance and why. As a result, we have carried out a systematic classification of the schemes attending to their preferential meaning. This way, we distinguish pure normalizing schemes from others where the weights have a preferential interpretation. This preferential behaviour can be either designed (thus, predetermined) by the method, or decided by the decision maker. Besides, several figures have been used to illustrate the way each scheme works. This paper enables the potential users to choose the most appropriate scheme for each case.

[1]  Matthias Ehrgott,et al.  Computation of ideal and Nadir values and implications for their use in MCDM methods , 2003, Eur. J. Oper. Res..

[2]  R. S. Laundy,et al.  Multiple Criteria Optimisation: Theory, Computation and Application , 1989 .

[3]  Marek Makowski,et al.  Model-Based Decision Support Methodology with Environmental Applications , 2000 .

[4]  Kaisa Miettinen,et al.  Synchronous approach in interactive multiobjective optimization , 2006, Eur. J. Oper. Res..

[5]  Kaisa Miettinen,et al.  On scalarizing functions in multiobjective optimization , 2002, OR Spectr..

[6]  Hirotaka Nakayama,et al.  Satisficing Trade-off Method for Multiobjective Programming , 1984 .

[7]  Kaisa Miettinen,et al.  Nonlinear multiobjective optimization , 1998, International series in operations research and management science.

[8]  椹木 義一,et al.  Theory of multiobjective optimization , 1985 .

[9]  Simon French,et al.  Multiple Criteria Decision Making: Theory and Application , 1981 .

[10]  A. Wierzbicki On the completeness and constructiveness of parametric characterizations to vector optimization problems , 1986 .

[11]  Andrzej Osyczka,et al.  Multicriterion optimization in engineering with FORTRAN programs , 1984 .

[12]  Andrzej P. Wierzbick Basic properties of scalarizmg functionals for multiobjective optimization , 1977 .

[13]  Manfred Grauer,et al.  Interactive Decision Analysis , 1984 .

[14]  Kaisa Miettinen,et al.  Comparative evaluation of some interactive reference point-based methods for multi-objective optimisation , 1999, J. Oper. Res. Soc..

[15]  Lorraine R. Gardiner,et al.  A comparison of two reference point methods in multiple objective mathematical programming , 2003, Eur. J. Oper. Res..

[16]  Jean-Marc Martel,et al.  The double role of the weight factor in the goal programming model , 2004, Comput. Oper. Res..

[17]  Heinz Roland Weistroffer An interactive goal programming method for non-linear multiple-criteria decision-making problems , 1983, Comput. Oper. Res..

[18]  Mehrdad Tamiz,et al.  Goal programming, compromise programming and reference point method formulations: linkages and utility interpretations , 1998, J. Oper. Res. Soc..

[19]  Andrzej P. Wierzbicki,et al.  The Use of Reference Objectives in Multiobjective Optimization , 1979 .

[20]  John Buchanan,et al.  A naïve approach for solving MCDM problems: the GUESS method , 1997 .

[21]  K. Miettinen,et al.  Incorporating preference information in interactive reference point methods for multiobjective optimization , 2009 .