A New Interactive Method to Solve Multiobjective Linear Programming Problems

Multiobjective Programming (MOP) has become famous among many researchers due to more practical and realistic applications. A lot of methods have been proposed especially during the past four decades. In this paper, we develop a new algorithm based on a new approach to solve MOP by starting from a utopian point, which is usually infeasible, and moving towards the feasible region via stepwise movements and a simple continuous interaction with decision maker. We consider the case where all objective functions and constraints are linear. The implementation of the proposed algorithm is demonstrated by two numerical examples.