A New Approach to Solve Multiple Objective Programming Probleams

Multiple Objective Programming (MOP) problems have become famou s among many researchers due to more practical and realistic implementations. There have been a lot of methods proposed especially during the past four decades. In this paper, we develop a new algorithm based on a new approach to solve MOP problems by starting from a utopian point (which is usually infeasible) and moving towards the feas ible region via stepwise movements and a plain continuous interaction with Decision Maker (DM). We consider the case where all objective functions and constraints are linear. The implementation of the proposed algorithm is demonstrated with two numerical examples.