An Interactive Method as an Aid in Solving Bicriterion Mathematical Programming Problems

In this paper, a man-machine interactive method is presented as an aid in solving the bicriterion mathematical programming problem. It is assumed that the two objective functions are real-valued functions of the decision variables which are themselves constrained to some compact and nonempty set. The overall utility function is assumed to be unknown explicitly to the decision-maker but is assumed to be a real-valued function defined on the pairs of feasible values of the objective functions and monotone non-decreasing in each argument. The decision-maker is required only to provide yes or no answers to questions regarding the desirability of increase or decrease in objective function values of solutions that he will not accept as optimal. Convergence of the method is indicated and a numerical example is presented in order to demonstrate its applicability.