A visual basic tool for Multiple Criteria Optimization

The aim in a multiple criteria optimization problem is to find the values of the decision variables that result in the best possible balances among all criteria in the presence of conflict. These best balances are called Paretoefficient solutions and form the efficient frontier of the problem. In this work, the coding of a tool to find the efficient frontier of a problem with up to three performance measures is undertaken. To this end, Visual Basic for Applications (VBA) was used aiming for computing efficiency and portability. First ideas are sketched here for discussion.

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