Interactive Compromise Programming

Abstract

The author introduces a solution method for multiple objective linear programming problems, called interactive compromise programming. The interactive compromise programming method is based on two main ideas: (1) If the values of the objective functions were measured on the same scale varying between zero and one which could be done by employing the degree of closeness concept the decision maker could state his preferences among some alternative solutions more easily. (2) The optimal weights of the objective functions are automatically generated in the minimax sense through a two-person zero-sum game for the decision maker, at each iteration. A numerical example illustrates the proposed method.