Interactive coordination of objective decompositions in multiobjective programming

作     者：Engau, Alexander Wiecek, Margaret M. 

作者机构：Univ Waterloo Dept Management Sci Waterloo ON N2L 3G1 Canada Clemson Univ Dept Math Sci Clemson SC 29634 USA 

出 版 物：《MANAGEMENT SCIENCE》 (销售学)

年 卷 期：2008年第54卷第7期

页      面：1350-1363页

核心收录：

学科分类：12[管理学] 120202[管理学-企业管理（含：财务管理、市场营销、人力资源管理）] 0202[经济学-应用经济学] 02[经济学] 1202[管理学-工商管理] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 

主　　题：multiobjective programming decomposition coordination interactive decision making 

摘      要：To remedy challenges resulting from a high number of objectives in multiobjective programming and multicriteria decision making, this paper chooses to decompose the vector objective function and characterizes the relationships between solutions for the original problem and the collection of decomposed subproblems. In particular, it is shown how solutions that are found using this decomposition approach relate to solutions found by traditional scalarization techniques. For the selection of a final solution, two interactive coordination methods are proposed that allow to find any solution for the original problem by merely solving the smaller-sized subproblems, while integrating both preferences of the decision maker and trade-off information obtained from a sensitivity analysis. A theoretical foundation for the procedures is established, and their application is illustrated for portfolio optimization and a design selection problem.