Dual Decomposition Schemes for Multicriteria Decision Making

This paper presents two interactive procedures for decisionproblems with multiple criteria and decentralized information.One is a resource-directive procedure and the other is a price-directiveprocedure. The procedures are completely general and make nopresumptions about linearity or convexity. Nevertheless, successivelyimproved upper and lower bounds on the optimal value are determinedin each iterative step. Consequently, the communication is progressive.The procedures are illustrated in an example from integer programming.