多目标线性规划的交互式线性加权内点算法

An interactive interior algorithm for multiobjective linear programming based on weighting utility function

将内点算法应用于多目标规划的交互方法中 ,提出一种基于线性加权评价函数的解决多目标线性规划问题的新算法。在利用内点算法进行迭代计算的过程中 ,不断根据决策者的当前偏好信息随时修正权重系数 。

we implement the interior point algorithm into the interactive method to solve MOLP problems. The utility function is taken as weighted sum of the objective functions, whose coefficients depend on the DM’s reference and is updated successively. The decision maker will be asked to provide the locally relevant preference information when the iteration is still on the process rather than the optimal solution has been calculated with the current coefficient. Thus the weighting vector can be updated and the interior path can be adjusted in time. So the computational efficiency would be largely improved.