An interactive projection method for multicriteria optimization problems

Multicriteria optimization problems are addressed in the context of relaxation-projection techniques. Theoretical and practical aspects of a methodology for solving (interactively) decision problems with multiple objective functions are discussed. Relaxation and projection are shown to constitute a suitable basis through which a decision maker can develop his or her apprenticeship about the behavior of the problem under consideration. As an application, a deterministic biobjective model of the stochastic short-term scheduling of thermoelectric plants is introduced and the corresponding biobjective optimization problem is solved with the relaxation-projection approach