European Journal of Operational Research
Volume 248, Issue 3, 1 February 2016, Pages 1132–1135
 

K. Sam Park, , Pyoungsoo Lee
Korea University, Business School, Anam-5Ga, Seongbuk, Seoul 136-701, Republic of Korea
http://dx.doi.org/10.1016/j.ejor.2015.08.049

Abstract This note finds and resolves a compounding problem in the interactive multi-objective optimization method developed by Park and Shin (2012). The compounding problem means that the algorithm generates a solution unexpected by the decision maker. A concrete example of the compounding problem is demonstrated and, to remove the problem, an improved algorithm is then developed. We also show that the improved algorithm converges to the known optimal solutions faster than the earlier algorithm.

Keywords
Multi-objective programming; Interactive method; Compounding problem