基于UTA方法的多目标优化模型

A Multi-objective Optimization Model Based on UTA

针对多目标线性优化问题进行研究,提出了一种基于效用加性方法(UTA)的多目标线性优化方法.利用不同目标值的组合给出训练方案,决策者针对训练方案给出一些偏好信息,据此推断决策者的效用函数,并进一步求解多目标线性优化模型.进一步给出了算例来说明方法的实施过程及验证可行性.方法较多的考虑了决策者对于决策的偏好,注重决策者的意见,为多目标决策问题提供了一种新的思路.

This paper deals with multi-objective optimization problem. A UTA based multi objective linear optimization model is proposed. According to decision maker＇ s preference on some training alternatives, the utility functions can be draw. These utility functions can be used to balancing objectives. An example is given to explain the procedure and to proof the feasibility. This model considers DM＇ s preference so that the result could be more satisfying.