An Interactive Branch-and-Bound Algorithm for Multiple Criteria Optimization

We present a new interactive algorithm for multiple criteria optimization. The algorithm is of the branch-and-bound type, and differs from previous interactive algorithms in several ways. First, the field of application is wider because it applies to two important classes of multiple criteria decision problems: those for which the feasible set is convex and those for which the feasible set is discrete. Secondly, the algorithm does not require a great deal from the decision maker; he is merely required to indicate his preference between two vectors whenever the algorithm so demands.

• 저널Management Science · 32(1) · 61–75
• 토픽Multi-Criteria Decision Making · Management Science and Operations Research
• DOI10.1287/mnsc.32.1.61
• 저자Odile Marcotte, Richard M. Soland