Abstract
The procedure samples the efficient set by computing the nondominated criterion vector that is closest to an ideal criterion vector according to a randomly weighted Tchebycheff metric. Using ‘filtering’ techniques, maximally dispersed representatives of smaller and smaller subsets of the set of nondominated criterion vectors are presented at each iteration. The procedure has the advantage that it can converge to non-extreme final solutions. Especially suitable for multiple objective linear programming, the procedure is also applicable to integer and nonlinear multiple objective programs.
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Steuer, R.E., Choo, EU. An interactive weighted Tchebycheff procedure for multiple objective programming. Mathematical Programming 26, 326–344 (1983). https://doi.org/10.1007/BF02591870
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DOI: https://doi.org/10.1007/BF02591870