The essential multiobjectivity of linear programming

Abstract

It is argued that any non-trivial real world problems involve multiple objectives. The simplistic approach of combining objectives in linear form can generate highly misleading
and biased results, and is poor operational research practice. Such biases
are illustrated by means of a simple example, and it is demonstrated that two simple
approaches based on goal programming and piecewise linear value functions can
largely resolve these problems. These methods require careful attention to problem
structuring but are easily implemented by use of standard linear programming (LP)
packages.

Keywords: Multiobjective linear programming, goal programming, multiattribute value functions

ORiON Vol. 23 (1) 2007: pp. 1-15