IMOLP: An Interactive Method for Multiple Objective Linear Programs

Multiple objectives (criteria, measures of performance) often give rise to difficulties in solving large and complex problems. This paper focuses on a certain aspect of multiobjective problems known as the multiple objective linear program (MOLP). A man-machine interactive approach is presented to solve MOLP´s. The method is simple and requires minimal information and easy interaction with the decisionmaker. Computational experience and a sample terminal session with an example problem are included. Two real-world applications of the method are also reported.