Interactive Multiobjective Decisionmaking for Large-Scale Systems and Its Application to Environmental Systems

A new interactive multiobjective decisionmaking technique for solving large-scale multiobjective optimization problems is presented. Our method combines the desirable features of both the surrogate worth trade-off (SWT) method and the multiattribute utility function (MUF) method by incorporating the dual decomposition method to obtain Paretooptimal solutions. By assessing the marginal rates of substitution of the decisionmaker (DM) and maximizing the local proxy preference functions sequentially, we can interactively derive his preferred solution efficiently from among the Pareto-optimal solutions obtained by the dual decomposition method. The industrial pollution control problem in industrialized Osaka City in Japan is formulated, and it is demonstrated that the problem can be effectively solved by the proposed method.