Interdependent multiple objective programming — A Monte Carlo method

Although multiple objective programming (MOP) skills have been extensively studied in various issues, the problem of MOP with interdependence has received little attention. In this paper, we overcome the problem of Carlsson and Fuller´s method and propose a novel index to measure the interdependence grade between objectives by using Monte Carlo simulation and regression analysis. Then, an interdependent multiple objective programming (IMOP) model is proposed. In addition, we give three numerical examples to demonstrate the proposed method. From the numerical results, we can conclude that the proposed method can rationally deal with the problem of MOP with interdependence.