Reference direction approach for solving multiple objective nonlinear programming problems

Proposes an interactive algorithm based on the reference direction approach to solve multiple objective nonlinear programming problems. The decision maker gives his/her aspiration levels in terms of the reference point in the objective function space. A number of efficient solutions are generated along the projection of the reference direction onto the efficient frontier. Each solution is an (weak) efficient solution. No special software is required to implement the proposed algorithm. The algorithm is illustrated with an example